+331.4%
XLV vs ALLE
+342.5%
-11.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | +2.2% | +3.6% | -1.4% | +1.0% |
| 30D | +8.6% | +25.9% | -17.3% | +0.2% |
| 3M | +12.6% | +15.8% | -3.2% | +6.7% |
| 6M | +29.8% | +48.1% | -18.3% | +12.4% |
| YTD | +23.5% | +22.0% | +1.5% | +13.8% |
| 1Y | +25.7% | +18.0% | +7.7% | +17.2% |
| 3Y | +56.3% | +93.1% | -36.8% | +19.6% |
| 5Y | +53.1% | +52.1% | +1.0% | +25.3% |
| 10Y | +216.7% | +212.0% | +4.7% | +86.7% |
| All | +331.4% | +342.5% | -11.1% | +120.5% |
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 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