+132.2%
XRT vs ALLE
+208.6%
-76.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | -0.4% | +1.6% | -2.0% | -1.3% |
| 30D | +7.5% | +24.1% | -16.6% | -4.8% |
| 3M | +2.3% | +14.8% | -12.5% | -5.5% |
| 6M | +12.8% | +45.9% | -33.0% | -9.7% |
| YTD | +7.1% | +20.7% | -13.7% | -5.5% |
| 1Y | +12.3% | +14.2% | -1.9% | +2.3% |
| 3Y | +57.0% | +90.7% | -33.7% | +4.3% |
| 5Y | -4.3% | +50.6% | -54.9% | -28.5% |
| All | +132.2% | +208.6% | -76.3% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling