+37.7%
XLC vs ALLE
+13.7%
+23.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | +1.0% | -6.8% | +7.8% | +3.5% |
| 3M | -0.7% | +21.0% | -21.7% | -7.8% |
| 6M | -5.1% | +1.1% | -6.2% | -6.1% |
| YTD | -4.3% | -0.5% | -3.7% | -5.2% |
| 1Y | -0.6% | -7.3% | +6.7% | +1.1% |
| 3Y | +72.7% | +42.3% | +30.4% | +42.7% |
| All | +37.7% | +13.7% | +23.9% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling