+251.6%
XLF vs ALLE
+146.0%
+105.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | +1.0% |
| 7D | -1.0% | -2.2% | +1.1% | 0.0% |
| 30D | -1.3% | -8.3% | +7.0% | +3.0% |
| 3M | +9.1% | +16.3% | -7.1% | +0.2% |
| 6M | +14.4% | +1.8% | +12.5% | +11.8% |
| YTD | +5.1% | -3.9% | +9.0% | +5.2% |
| 1Y | +8.6% | -10.0% | +18.7% | +12.3% |
| 3Y | +74.4% | +45.8% | +28.6% | +34.7% |
| 5Y | +64.4% | +13.3% | +51.1% | +43.2% |
| 10Y | +251.6% | +155.3% | +96.3% | +103.4% |
| All | +251.6% | +146.0% | +105.6% | +103.4% |
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