+166.9%
XLE vs ALLE
+51.6%
+115.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | +5.4% | +3.6% | +1.9% | +4.7% |
| 30D | -3.9% | +25.9% | -29.8% | -8.7% |
| 3M | +7.0% | +15.8% | -8.7% | +3.5% |
| 6M | +14.2% | +48.1% | -33.9% | +3.6% |
| YTD | +48.2% | +22.0% | +26.2% | +41.1% |
| 1Y | +47.7% | +18.0% | +29.7% | +42.0% |
| 3Y | +70.0% | +93.1% | -23.1% | +39.5% |
| All | +166.9% | +51.6% | +115.3% | +133.2% |
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