+804.3%
XLK vs ALLE
+146.0%
+658.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +1.3% |
| 7D | +2.3% | -2.2% | +4.5% | +3.4% |
| 30D | +0.8% | -8.3% | +9.2% | +5.0% |
| 3M | +4.1% | +16.3% | -12.2% | -4.1% |
| 6M | +34.8% | +1.8% | +32.9% | +31.9% |
| YTD | +30.8% | -3.9% | +34.8% | +30.8% |
| 1Y | +42.4% | -10.0% | +52.4% | +46.7% |
| 3Y | +121.8% | +45.8% | +76.0% | +73.0% |
| 5Y | +146.6% | +13.3% | +133.3% | +115.6% |
| 10Y | +804.3% | +155.3% | +649.0% | +439.4% |
| All | +804.3% | +146.0% | +658.3% | +439.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling