+218.0%
XLE vs ALLE
+13.7%
+204.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +11.8% | -6.8% | +18.6% | +13.5% |
| 3M | +9.8% | +21.0% | -11.2% | +4.2% |
| 6M | +15.6% | +1.1% | +14.5% | +14.9% |
| YTD | +45.3% | -0.5% | +45.8% | +44.7% |
| 1Y | +48.3% | -7.3% | +55.6% | +50.6% |
| 3Y | +55.4% | +42.3% | +13.2% | +37.0% |
| All | +218.0% | +13.7% | +204.3% | +203.2% |
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