+136.9%
XLE vs ALLE
+260.9%
-124.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +11.8% | -6.8% | +18.6% | +15.1% |
| 3M | +9.8% | +21.0% | -11.2% | -0.5% |
| 6M | +15.6% | +1.1% | +14.5% | +13.0% |
| YTD | +45.3% | -0.5% | +45.8% | +42.6% |
| 1Y | +48.3% | -7.3% | +55.6% | +50.0% |
| 3Y | +55.4% | +42.3% | +13.2% | +23.9% |
| 5Y | +216.1% | +13.5% | +202.6% | +176.4% |
| 10Y | +178.4% | +144.0% | +34.4% | +63.4% |
| All | +136.9% | +260.9% | -124.0% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling