+174.7%
XLP vs ALLE
+260.9%
-86.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -0.9% | -6.8% | +5.9% | +1.0% |
| 3M | +3.8% | +21.0% | -17.2% | -2.0% |
| 6M | -1.7% | +1.1% | -2.8% | -2.6% |
| YTD | +10.3% | -0.5% | +10.8% | +9.5% |
| 1Y | +7.8% | -7.3% | +15.0% | +9.1% |
| 3Y | +27.2% | +42.3% | -15.1% | +11.7% |
| 5Y | +32.5% | +13.5% | +19.1% | +22.6% |
| 10Y | +101.8% | +144.0% | -42.2% | +45.9% |
| All | +174.7% | +260.9% | -86.2% | +81.8% |
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