+107.7%
XLRE vs ALLE
+208.6%
-100.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +0.1% | +1.6% | -1.4% | -0.5% |
| 30D | +6.0% | +24.1% | -18.0% | -3.6% |
| 3M | +0.5% | +14.8% | -14.3% | -5.6% |
| 6M | +1.2% | +45.9% | -44.6% | -15.0% |
| YTD | +12.6% | +20.7% | -8.2% | +1.9% |
| 1Y | +11.0% | +14.2% | -3.2% | +3.0% |
| 3Y | +43.0% | +90.7% | -47.7% | +2.2% |
| 5Y | +9.1% | +50.6% | -41.4% | -14.6% |
| All | +107.7% | +208.6% | -100.9% | +29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling