+42.7%
XLP vs ALLE
+51.8%
-9.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.1% |
| 7D | +3.5% | 0.0% | +3.4% | +3.5% |
| 30D | +11.6% | +20.6% | -9.0% | +6.9% |
| 3M | +7.6% | +11.4% | -3.8% | +4.9% |
| 6M | +10.0% | +42.5% | -32.5% | +1.3% |
| YTD | +19.7% | +18.9% | +0.8% | +14.6% |
| 1Y | +23.5% | +14.2% | +9.3% | +19.2% |
| 3Y | +44.0% | +90.7% | -46.7% | +20.7% |
| 5Y | +42.7% | +52.5% | -9.8% | +25.4% |
| All | +42.7% | +51.8% | -9.1% | +25.4% |
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