+28.1%
XLY vs ALLE
+10.0%
+18.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.4% | -0.1% |
| 7D | -2.1% | -2.2% | +0.1% | -1.1% |
| 30D | -6.0% | -8.3% | +2.3% | -2.3% |
| 3M | -2.7% | +16.3% | -19.0% | -10.1% |
| 6M | -1.5% | +1.8% | -3.3% | -3.3% |
| YTD | -5.4% | -3.9% | -1.5% | -5.2% |
| 1Y | -3.8% | -10.0% | +6.2% | -0.5% |
| 3Y | +36.6% | +45.8% | -9.2% | +5.8% |
| All | +28.1% | +10.0% | +18.1% | +8.2% |
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