+174.3%
XLE vs ALLE
+144.1%
+30.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +11.8% | -6.8% | +18.6% | +15.1% |
| 3M | +9.8% | +21.0% | -11.2% | -0.5% |
| 6M | +15.6% | +1.1% | +14.5% | +13.1% |
| YTD | +45.3% | -0.5% | +45.8% | +42.6% |
| 1Y | +48.3% | -7.3% | +55.6% | +50.2% |
| 3Y | +55.4% | +42.3% | +13.2% | +23.3% |
| 5Y | +216.1% | +13.5% | +202.6% | +177.4% |
| All | +174.3% | +144.1% | +30.1% | +68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling