+43.8%
XLU vs ALLE
+11.9%
+31.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.5% |
| 7D | +0.6% | -2.2% | +2.8% | +1.2% |
| 30D | -0.4% | -8.3% | +7.9% | +1.7% |
| 3M | -1.7% | +16.3% | -18.0% | -5.7% |
| 6M | -7.1% | +1.8% | -8.9% | -8.0% |
| YTD | +1.9% | -3.9% | +5.9% | +2.1% |
| 1Y | +6.1% | -10.0% | +16.1% | +8.1% |
| 3Y | +48.8% | +45.8% | +2.9% | +30.2% |
| 5Y | +43.8% | +13.3% | +30.5% | +27.3% |
| All | +43.8% | +11.9% | +31.9% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling