+200.5%
XLP vs ALLE
+344.1%
-143.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.8% | +1.6% | +2.9% |
| 7D | +5.9% | +6.7% | -0.8% | +4.0% |
| 30D | +13.5% | +25.4% | -11.9% | +6.4% |
| 3M | +8.4% | +16.9% | -8.5% | +3.6% |
| 6M | +11.5% | +46.6% | -35.0% | -0.4% |
| YTD | +20.6% | +22.4% | -1.8% | +12.9% |
| 1Y | +24.3% | +17.7% | +6.6% | +17.6% |
| 3Y | +45.1% | +96.3% | -51.3% | +16.0% |
| 5Y | +44.6% | +57.4% | -12.8% | +21.5% |
| 10Y | +133.1% | +241.0% | -108.0% | +53.9% |
| All | +200.5% | +344.1% | -143.6% | +87.5% |
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