+129.2%
XLE vs ALLE
+331.3%
-202.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -1.7% |
| 7D | -10.3% | 0.0% | -10.3% | -10.4% |
| 30D | -3.3% | +20.6% | -23.9% | -11.4% |
| 3M | +8.2% | +11.4% | -3.2% | +2.4% |
| 6M | +5.0% | +42.5% | -37.5% | -12.2% |
| YTD | +40.6% | +18.9% | +21.7% | +26.8% |
| 1Y | +45.0% | +14.2% | +30.9% | +33.2% |
| 3Y | +56.3% | +90.7% | -34.4% | +8.3% |
| 5Y | +152.2% | +52.5% | +99.7% | +89.6% |
| 10Y | +173.0% | +231.2% | -58.2% | +39.5% |
| All | +129.2% | +331.3% | -202.1% | +7.0% |
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