+1,181.8%
XLK vs ALLE
+260.9%
+920.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.2% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | +0.7% | -6.8% | +7.5% | +4.0% |
| 3M | -2.9% | +21.0% | -24.0% | -12.1% |
| 6M | +34.3% | +1.1% | +33.1% | +32.0% |
| YTD | +30.4% | -0.5% | +30.9% | +28.3% |
| 1Y | +43.4% | -7.3% | +50.6% | +45.6% |
| 3Y | +116.8% | +42.3% | +74.6% | +73.3% |
| 5Y | +144.0% | +13.5% | +130.6% | +114.5% |
| 10Y | +778.8% | +144.0% | +634.7% | +422.9% |
| All | +1,181.8% | +260.9% | +920.9% | +566.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling