+135.9%
XLU vs ALLE
+158.4%
-22.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | -1.6% | -2.4% | +0.8% | -0.9% |
| 30D | -3.3% | -7.7% | +4.4% | -0.9% |
| 3M | -3.2% | +15.2% | -18.3% | -7.9% |
| 6M | -7.0% | +5.4% | -12.4% | -9.2% |
| YTD | +0.6% | -2.9% | +3.6% | +0.5% |
| 1Y | +2.4% | -12.8% | +15.2% | +5.9% |
| 3Y | +46.3% | +47.2% | -0.9% | +24.0% |
| 5Y | +44.0% | +13.5% | +30.5% | +31.2% |
| All | +135.9% | +158.4% | -22.5% | +76.9% |
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