+43.6%
XLE vs ALLE
+13.1%
+30.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | -0.1% |
| 7D | -12.0% | -0.6% | -11.4% | -12.0% |
| 30D | -2.7% | +25.3% | -28.1% | -0.9% |
| 3M | +6.6% | +10.3% | -3.7% | +7.4% |
| 6M | +9.5% | +38.0% | -28.5% | +12.2% |
| YTD | +40.6% | +17.8% | +22.8% | +46.7% |
| 1Y | +43.6% | +13.6% | +30.0% | +50.7% |
| All | +43.6% | +13.1% | +30.4% | +50.7% |
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 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