+54.0%
XLV vs ALLE
+51.6%
+2.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +2.2% | +3.6% | -1.4% | +1.3% |
| 30D | +8.6% | +25.9% | -17.3% | +2.3% |
| 3M | +12.6% | +15.8% | -3.2% | +8.3% |
| 6M | +29.8% | +48.1% | -18.3% | +16.7% |
| YTD | +23.5% | +22.0% | +1.5% | +16.4% |
| 1Y | +25.7% | +18.0% | +7.7% | +19.5% |
| 3Y | +56.3% | +93.1% | -36.8% | +28.0% |
| All | +54.0% | +51.6% | +2.4% | +31.5% |
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