+323.2%
XLF vs ALLE
+327.3%
-4.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | +1.2% | -0.6% | +1.7% | +1.5% |
| 30D | +6.3% | +25.3% | -19.0% | -5.0% |
| 3M | -0.8% | +10.3% | -11.1% | -5.9% |
| 6M | +11.0% | +38.0% | -27.0% | -6.6% |
| YTD | +5.6% | +17.8% | -12.1% | -4.7% |
| 1Y | +10.8% | +13.6% | -2.8% | +1.8% |
| 3Y | +77.8% | +89.2% | -11.4% | +21.4% |
| 5Y | +55.6% | +51.1% | +4.6% | +17.2% |
| 10Y | +252.5% | +228.1% | +24.4% | +78.8% |
| All | +323.2% | +327.3% | -4.1% | +95.8% |
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 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