+152.2%
XLE vs ALLE
+51.8%
+100.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.4% |
| 7D | -10.3% | 0.0% | -10.3% | -10.4% |
| 30D | -3.3% | +20.6% | -23.9% | -7.3% |
| 3M | +8.2% | +11.4% | -3.2% | +5.5% |
| 6M | +5.0% | +42.5% | -37.5% | -3.9% |
| YTD | +40.6% | +18.9% | +21.7% | +34.6% |
| 1Y | +45.0% | +14.2% | +30.9% | +40.4% |
| 3Y | +56.3% | +90.7% | -34.4% | +28.5% |
| 5Y | +152.2% | +52.5% | +99.7% | +117.6% |
| All | +152.2% | +51.8% | +100.4% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling