-1.7%
XLC vs ALLE
+15.3%
-17.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +1.0% |
| 7D | +3.7% | +3.6% | +0.2% | +3.5% |
| 30D | -1.9% | +25.9% | -27.8% | -3.1% |
| 3M | -3.1% | +15.8% | -18.9% | -3.8% |
| 6M | -6.4% | +48.1% | -54.4% | -8.8% |
| YTD | -6.8% | +22.0% | -28.8% | -8.7% |
| 1Y | -1.7% | +18.0% | -19.7% | -3.1% |
| All | -1.7% | +15.3% | -17.0% | -3.1% |
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