+239.6%
XLU vs ALLE
+338.1%
-98.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +1.2% | +1.6% | -0.4% | +0.7% |
| 30D | +4.6% | +24.1% | -19.5% | -1.9% |
| 3M | +0.7% | +14.8% | -14.2% | -3.6% |
| 6M | -1.7% | +45.9% | -47.6% | -12.7% |
| YTD | +4.8% | +20.7% | -16.0% | -2.0% |
| 1Y | +0.2% | +14.2% | -14.0% | -4.7% |
| 3Y | +58.9% | +90.7% | -31.8% | +26.6% |
| 5Y | +52.8% | +50.6% | +2.2% | +28.7% |
| 10Y | +160.9% | +208.9% | -48.0% | +83.8% |
| All | +239.6% | +338.1% | -98.5% | +124.3% |
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