+43.7%
XLRE vs ALLE
+92.8%
-49.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +7.1% | +25.9% | -18.8% | +0.3% |
| 3M | +1.3% | +14.9% | -13.6% | -2.7% |
| 6M | +2.1% | +42.1% | -40.0% | -8.3% |
| YTD | +13.1% | +20.4% | -7.2% | +6.3% |
| 1Y | +11.9% | +14.9% | -2.9% | +6.9% |
| 3Y | +43.7% | +90.1% | -46.4% | +11.0% |
| All | +43.7% | +92.8% | -49.1% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling