+324.6%
XLI vs ALLE
+339.1%
-14.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.1% | +2.5% |
| 7D | -0.5% | -0.6% | +0.1% | -0.2% |
| 30D | -0.2% | +26.6% | -26.8% | -11.8% |
| 3M | -8.6% | +13.2% | -21.7% | -14.6% |
| 6M | -2.0% | +42.9% | -44.9% | -19.2% |
| YTD | +9.7% | +21.0% | -11.3% | -2.2% |
| 1Y | +11.4% | +15.2% | -3.7% | +1.8% |
| 3Y | +74.2% | +95.6% | -21.4% | +17.7% |
| 5Y | +70.0% | +53.4% | +16.6% | +27.7% |
| 10Y | +235.2% | +221.5% | +13.8% | +71.8% |
| All | +324.6% | +339.1% | -14.5% | +92.2% |
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