+252.4%
XLI vs ALLE
+148.2%
+104.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +1.0% | +2.8% | -1.8% | -0.5% |
| 30D | -5.8% | -7.6% | +1.8% | -1.9% |
| 3M | +0.7% | +22.8% | -22.1% | -10.2% |
| 6M | +3.2% | +4.6% | -1.4% | -0.2% |
| YTD | +13.0% | -1.2% | +14.2% | +12.1% |
| 1Y | +16.8% | -9.1% | +25.9% | +20.8% |
| 3Y | +72.4% | +50.0% | +22.4% | +32.4% |
| 5Y | +82.8% | +15.2% | +67.5% | +59.2% |
| 10Y | +252.4% | +151.1% | +101.4% | +102.3% |
| All | +252.4% | +148.2% | +104.2% | +102.3% |
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