+61.0%
XLC vs ALLE
+88.9%
-27.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.6% |
| 7D | +4.9% | -0.6% | +5.5% | +5.0% |
| 30D | -5.8% | +25.3% | -31.2% | -10.0% |
| 3M | -5.4% | +10.3% | -15.7% | -7.3% |
| 6M | -10.2% | +38.0% | -48.2% | -16.3% |
| YTD | -10.2% | +17.8% | -27.9% | -13.6% |
| 1Y | -5.6% | +13.6% | -19.2% | -8.3% |
| 3Y | +61.0% | +89.2% | -28.2% | +36.6% |
| All | +61.0% | +88.9% | -27.9% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling