+145.1%
XRT vs ALLE
+217.2%
-72.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.1% |
| 7D | +4.1% | +0.1% | +4.0% | +4.1% |
| 30D | +9.9% | +25.9% | -16.0% | -3.4% |
| 3M | +2.3% | +14.9% | -12.6% | -5.6% |
| 6M | +9.6% | +42.1% | -32.5% | -11.0% |
| YTD | +9.1% | +20.4% | -11.2% | -3.5% |
| 1Y | +16.2% | +14.9% | +1.4% | +5.6% |
| 3Y | +60.1% | +90.1% | -30.0% | +6.5% |
| 5Y | -0.5% | +53.0% | -53.5% | -26.3% |
| 10Y | +145.1% | +208.8% | -63.7% | +29.6% |
| All | +145.1% | +217.2% | -72.1% | +29.6% |
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