+311.8%
XLY vs ALLE
+260.9%
+51.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.8% |
| 7D | -2.0% | -0.2% | -1.7% | -1.9% |
| 30D | -3.1% | -6.8% | +3.7% | 0.0% |
| 3M | -1.8% | +21.0% | -22.8% | -10.9% |
| 6M | -0.9% | +1.1% | -2.0% | -2.4% |
| YTD | -3.4% | -0.5% | -2.8% | -4.7% |
| 1Y | -1.5% | -7.3% | +5.7% | +0.2% |
| 3Y | +38.8% | +42.3% | -3.5% | +12.6% |
| 5Y | +30.5% | +13.5% | +17.0% | +15.5% |
| 10Y | +215.3% | +144.0% | +71.2% | +90.9% |
| All | +311.8% | +260.9% | +51.0% | +113.9% |
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