+145.7%
XLK vs ALLE
+17.0%
+128.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +2.3% | +2.8% | -0.5% | +1.1% |
| 30D | -0.1% | -7.6% | +7.6% | +3.2% |
| 3M | +2.1% | +22.8% | -20.6% | -7.3% |
| 6M | +37.2% | +4.6% | +32.6% | +33.4% |
| YTD | +30.8% | -1.2% | +32.0% | +29.5% |
| 1Y | +42.6% | -9.1% | +51.8% | +46.7% |
| 3Y | +121.8% | +50.0% | +71.8% | +70.5% |
| 5Y | +145.7% | +15.2% | +130.4% | +110.4% |
| All | +145.7% | +17.0% | +128.7% | +110.4% |
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