+67.4%
XLF vs ALLE
+13.7%
+53.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.2% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | +0.2% | -6.8% | +7.0% | +2.8% |
| 3M | +11.7% | +21.0% | -9.3% | +3.1% |
| 6M | +13.8% | +1.1% | +12.7% | +12.6% |
| YTD | +7.0% | -0.5% | +7.5% | +5.9% |
| 1Y | +9.1% | -7.3% | +16.4% | +11.1% |
| 3Y | +75.6% | +42.3% | +33.4% | +44.8% |
| All | +67.4% | +13.7% | +53.7% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling