+163.9%
XLE vs ALLE
+217.2%
-53.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.7% |
| 7D | -6.7% | +0.1% | -6.8% | -6.8% |
| 30D | -4.4% | +25.9% | -30.3% | -14.0% |
| 3M | +4.0% | +14.9% | -10.9% | -2.9% |
| 6M | +13.2% | +42.1% | -28.9% | -5.2% |
| YTD | +41.9% | +20.4% | +21.5% | +27.4% |
| 1Y | +41.6% | +14.9% | +26.8% | +29.9% |
| 3Y | +64.0% | +90.1% | -26.1% | +12.9% |
| 5Y | +158.1% | +53.0% | +105.1% | +93.5% |
| 10Y | +163.9% | +208.8% | -44.9% | +44.0% |
| All | +163.9% | +217.2% | -53.3% | +44.0% |
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