+71.5%
XLI vs ALLE
+94.0%
-22.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +3.8% | +3.6% | +0.2% | +2.5% |
| 30D | +1.0% | +25.9% | -24.8% | -7.2% |
| 3M | -8.9% | +15.8% | -24.7% | -13.7% |
| 6M | -2.3% | +48.1% | -50.4% | -16.2% |
| YTD | +9.7% | +22.0% | -12.3% | +0.7% |
| 1Y | +12.3% | +18.0% | -5.7% | +4.4% |
| 3Y | +71.5% | +93.1% | -21.6% | +32.6% |
| All | +71.5% | +94.0% | -22.5% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling