+58.1%
XLE vs ALLE
+88.9%
-30.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -12.0% | -0.6% | -11.4% | -11.9% |
| 30D | -2.7% | +25.3% | -28.1% | -6.2% |
| 3M | +6.6% | +10.3% | -3.7% | +4.9% |
| 6M | +9.5% | +38.0% | -28.5% | +2.9% |
| YTD | +40.6% | +17.8% | +22.8% | +37.5% |
| 1Y | +43.6% | +13.6% | +30.0% | +42.0% |
| 3Y | +58.1% | +89.2% | -31.1% | +25.8% |
| All | +58.1% | +88.9% | -30.8% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling