-7.6%
XLI vs ALLE
+39.2%
-46.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.3% |
| 7D | -2.8% | -0.6% | -2.3% | -2.7% |
| 30D | -3.1% | +25.3% | -28.4% | -8.2% |
| 3M | -11.7% | +10.3% | -22.0% | -13.3% |
| 6M | -7.6% | +38.0% | -45.6% | -15.6% |
| All | -7.6% | +39.2% | -46.8% | -15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling