+329.3%
XLF vs ALLE
+339.1%
-9.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.1% |
| 7D | +0.7% | -0.6% | +1.4% | +1.1% |
| 30D | +6.0% | +26.6% | -20.7% | -5.8% |
| 3M | +1.0% | +13.2% | -12.1% | -5.4% |
| 6M | +14.0% | +42.9% | -28.9% | -5.7% |
| YTD | +7.2% | +21.0% | -13.9% | -4.6% |
| 1Y | +11.6% | +15.2% | -3.6% | +1.9% |
| 3Y | +81.2% | +95.6% | -14.4% | +21.7% |
| 5Y | +57.9% | +53.4% | +4.5% | +18.1% |
| 10Y | +234.4% | +221.5% | +12.9% | +70.9% |
| All | +329.3% | +339.1% | -9.8% | +96.0% |
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