+20.7%
XLK vs ALLE
+18.6%
+2.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | -7.6% | +6.7% | -14.3% | -7.7% |
| 30D | -12.2% | +25.4% | -37.6% | -12.8% |
| 3M | -5.5% | +16.9% | -22.4% | -5.6% |
| 6M | +9.2% | +46.6% | -37.4% | +6.5% |
| YTD | +23.0% | +22.4% | +0.6% | +21.1% |
| 1Y | +20.7% | +17.7% | +3.0% | +20.1% |
| All | +20.7% | +18.6% | +2.1% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling