+64.1%
XLI vs ALLE
+49.9%
+14.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.5% |
| 7D | -2.8% | -0.6% | -2.3% | -2.6% |
| 30D | -3.1% | +25.3% | -28.4% | -12.3% |
| 3M | -11.7% | +10.3% | -22.0% | -15.6% |
| 6M | -7.6% | +38.0% | -45.6% | -20.4% |
| YTD | +5.7% | +17.8% | -12.1% | -2.9% |
| 1Y | +7.8% | +13.6% | -5.8% | +0.6% |
| 3Y | +67.4% | +89.2% | -21.8% | +20.1% |
| All | +64.1% | +49.9% | +14.2% | +29.1% |
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