+1,090.7%
XLK vs ALLE
+338.1%
+752.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +7.0% | +1.6% | +5.4% | +6.3% |
| 30D | -11.5% | +24.1% | -35.6% | -20.2% |
| 3M | -7.9% | +14.8% | -22.7% | -14.2% |
| 6M | -0.6% | +45.9% | -46.5% | -18.0% |
| YTD | +21.1% | +20.7% | +0.4% | +8.3% |
| 1Y | +18.8% | +14.2% | +4.7% | +9.1% |
| 3Y | +97.3% | +90.7% | +6.6% | +36.3% |
| 5Y | +115.5% | +50.6% | +65.0% | +65.0% |
| 10Y | +723.7% | +208.9% | +514.9% | +338.3% |
| All | +1,090.7% | +338.1% | +752.6% | +462.8% |
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