+18.4%
XRT vs ALLE
+18.6%
-0.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.8% | +5.0% |
| 7D | +8.0% | +6.7% | +1.4% | +6.0% |
| 30D | +13.0% | +25.4% | -12.4% | +5.3% |
| 3M | +1.7% | +16.9% | -15.2% | -3.3% |
| 6M | +12.6% | +46.6% | -34.0% | -0.7% |
| YTD | +10.7% | +22.4% | -11.8% | +0.1% |
| 1Y | +18.4% | +17.7% | +0.7% | +11.3% |
| All | +18.4% | +18.6% | -0.2% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling