+173.9%
XLE vs ALLE
+212.2%
-38.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.5% |
| 7D | -0.2% | -0.8% | +0.6% | +0.1% |
| 30D | -4.0% | +27.4% | -31.4% | -14.1% |
| 3M | +4.6% | +13.8% | -9.2% | -1.8% |
| 6M | +12.3% | +45.5% | -33.2% | -6.9% |
| YTD | +44.5% | +21.4% | +23.1% | +29.3% |
| 1Y | +42.4% | +15.4% | +27.1% | +30.5% |
| 3Y | +67.0% | +91.7% | -24.7% | +14.6% |
| 5Y | +161.9% | +54.5% | +107.4% | +95.4% |
| 10Y | +173.9% | +210.5% | -36.7% | +49.4% |
| All | +173.9% | +212.2% | -38.3% | +49.4% |
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