+118.9%
XLK vs ALLE
+54.3%
+64.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.9% |
| 7D | -1.2% | -0.8% | -0.4% | -0.8% |
| 30D | -11.2% | +27.4% | -38.6% | -19.7% |
| 3M | -6.2% | +13.8% | -20.0% | -11.3% |
| 6M | -1.7% | +45.5% | -47.2% | -17.0% |
| YTD | +21.5% | +21.4% | +0.1% | +10.3% |
| 1Y | +19.6% | +15.4% | +4.3% | +11.2% |
| 3Y | +97.9% | +91.7% | +6.2% | +35.9% |
| 5Y | +118.9% | +54.5% | +64.4% | +63.4% |
| All | +118.9% | +54.3% | +64.6% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling