+10.2%
XLF vs ALLE
+14.3%
-4.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +1.2% | +1.6% | -0.3% | +1.0% |
| 30D | +6.2% | +24.1% | -17.9% | +3.0% |
| 3M | +0.9% | +14.8% | -14.0% | -1.2% |
| 6M | +13.6% | +45.9% | -32.2% | +7.4% |
| YTD | +7.6% | +20.7% | -13.2% | +1.6% |
| 1Y | +10.2% | +14.2% | -4.0% | +6.7% |
| All | +10.2% | +14.3% | -4.2% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling