+43.0%
XLC vs ALLE
+54.3%
-11.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.5% |
| 7D | +3.5% | -0.8% | +4.3% | +3.7% |
| 30D | -2.6% | +27.4% | -29.9% | -10.4% |
| 3M | -2.1% | +13.8% | -15.9% | -6.5% |
| 6M | -5.5% | +45.5% | -51.0% | -17.9% |
| YTD | -6.9% | +21.4% | -28.3% | -14.1% |
| 1Y | -3.7% | +15.4% | -19.1% | -9.4% |
| 3Y | +64.2% | +91.7% | -27.5% | +20.1% |
| 5Y | +43.0% | +54.5% | -11.5% | +13.7% |
| All | +43.0% | +54.3% | -11.2% | +13.7% |
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