+41.6%
XLE vs ALLE
+14.8%
+26.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.4% |
| 7D | -6.7% | +0.1% | -6.8% | -6.7% |
| 30D | -4.4% | +25.9% | -30.3% | -2.5% |
| 3M | +4.0% | +14.9% | -10.9% | +5.2% |
| 6M | +13.2% | +42.1% | -28.9% | +16.2% |
| YTD | +41.9% | +20.4% | +21.5% | +48.4% |
| 1Y | +41.6% | +14.9% | +26.8% | +48.4% |
| All | +41.6% | +14.8% | +26.8% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling