+42.4%
XLK vs ALLE
-11.2%
+53.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.3% |
| 7D | +2.3% | -2.2% | +4.5% | +2.5% |
| 30D | +0.8% | -8.3% | +9.2% | +1.6% |
| 3M | +4.1% | +16.3% | -12.2% | +2.3% |
| 6M | +34.8% | +1.8% | +32.9% | +33.9% |
| YTD | +30.8% | -3.9% | +34.8% | +30.0% |
| 1Y | +42.4% | -10.0% | +52.4% | +43.9% |
| All | +42.4% | -11.2% | +53.5% | +43.9% |
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