+31.7%
XLV vs ALLE
+44.7%
-13.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | +0.3% |
| 7D | -3.7% | -2.2% | -1.5% | -3.2% |
| 30D | -1.1% | -8.3% | +7.2% | +0.8% |
| 3M | +8.2% | +16.3% | -8.0% | +4.3% |
| 6M | +8.9% | +1.8% | +7.1% | +8.0% |
| YTD | +8.5% | -3.9% | +12.5% | +8.7% |
| 1Y | +22.3% | -10.0% | +32.3% | +24.5% |
| All | +31.7% | +44.7% | -13.0% | +20.3% |
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 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