+167.2%
XLE vs ALLE
+222.4%
-55.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -12.0% | -0.6% | -11.4% | -11.9% |
| 30D | -2.7% | +25.3% | -28.1% | -12.4% |
| 3M | +6.6% | +10.3% | -3.7% | +1.3% |
| 6M | +9.5% | +38.0% | -28.5% | -7.1% |
| YTD | +40.6% | +17.8% | +22.8% | +27.4% |
| 1Y | +43.6% | +13.6% | +30.0% | +32.3% |
| 3Y | +58.1% | +89.2% | -31.1% | +8.9% |
| 5Y | +152.2% | +51.1% | +101.1% | +89.8% |
| All | +167.2% | +222.4% | -55.3% | +47.2% |
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