+34.9%
XLV vs ALLE
+9.7%
+25.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -4.4% | -2.8% | -1.6% | -3.7% |
| 30D | -1.4% | -10.2% | +8.8% | +1.3% |
| 3M | +8.9% | +17.4% | -8.6% | +4.0% |
| 6M | +9.1% | +3.3% | +5.7% | +7.6% |
| YTD | +7.9% | -4.2% | +12.2% | +8.3% |
| 1Y | +22.7% | -10.5% | +33.3% | +25.4% |
| 3Y | +31.9% | +45.4% | -13.5% | +16.4% |
| 5Y | +34.9% | +11.9% | +22.9% | +26.6% |
| All | +34.9% | +9.7% | +25.2% | +26.6% |
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