+32.4%
XLY vs ALLE
+44.3%
-11.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.9% | -2.8% | -1.1% | -3.0% |
| 30D | -6.1% | -10.2% | +4.1% | -2.8% |
| 3M | -1.2% | +17.4% | -18.6% | -7.1% |
| 6M | -1.8% | +3.3% | -5.1% | -3.5% |
| YTD | -5.9% | -4.2% | -1.6% | -5.5% |
| 1Y | -3.1% | -10.5% | +7.4% | -0.1% |
| All | +32.4% | +44.3% | -11.8% | +7.5% |
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 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