-5.8%
XLC vs ALLE
+18.6%
-24.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.4% |
| 7D | +1.8% | +6.7% | -4.9% | +1.5% |
| 30D | -6.0% | +25.4% | -31.4% | -7.2% |
| 3M | -6.0% | +16.9% | -23.0% | -6.7% |
| 6M | -9.1% | +46.6% | -55.6% | -11.4% |
| YTD | -10.0% | +22.4% | -32.4% | -12.0% |
| 1Y | -5.8% | +17.7% | -23.5% | -6.6% |
| All | -5.8% | +18.6% | -24.4% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling