-3.7%
XLC vs ALLE
+14.8%
-18.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +6.2% | +0.1% | +6.2% | +6.2% |
| 30D | -2.4% | +25.9% | -28.3% | -3.7% |
| 3M | -3.3% | +14.9% | -18.2% | -4.0% |
| 6M | -7.3% | +42.1% | -49.4% | -9.5% |
| YTD | -7.6% | +20.4% | -28.0% | -9.6% |
| 1Y | -3.7% | +14.9% | -18.5% | -4.2% |
| All | -3.7% | +14.8% | -18.5% | -4.2% |
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