+217.7%
XLF vs ALLE
+211.7%
+6.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | +2.7% | +3.6% | -0.9% | +0.9% |
| 30D | +7.6% | +25.9% | -18.3% | -4.2% |
| 3M | +1.1% | +15.8% | -14.7% | -6.5% |
| 6M | +15.9% | +48.1% | -32.2% | -6.2% |
| YTD | +8.4% | +22.0% | -13.5% | -4.0% |
| 1Y | +12.5% | +18.0% | -5.5% | +1.3% |
| 3Y | +81.6% | +93.1% | -11.5% | +21.2% |
| 5Y | +59.3% | +52.1% | +7.2% | +18.9% |
| All | +217.7% | +211.7% | +6.0% | +67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling