+231.5%
XLU vs ALLE
+260.9%
-29.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | -1.3% | -6.8% | +5.5% | +0.7% |
| 3M | -1.3% | +21.0% | -22.4% | -7.2% |
| 6M | -7.6% | +1.1% | -8.7% | -8.5% |
| YTD | +2.3% | -0.5% | +2.8% | +1.5% |
| 1Y | +5.8% | -7.3% | +13.0% | +7.0% |
| 3Y | +50.5% | +42.3% | +8.3% | +31.3% |
| 5Y | +44.1% | +13.5% | +30.7% | +32.4% |
| 10Y | +138.2% | +144.0% | -5.8% | +79.1% |
| All | +231.5% | +260.9% | -29.4% | +132.3% |
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 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