+148.1%
XRT vs ALLE
+222.4%
-74.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.2% |
| 7D | +0.9% | -0.6% | +1.4% | +1.3% |
| 30D | +7.9% | +25.3% | -17.4% | -5.0% |
| 3M | -0.2% | +10.3% | -10.5% | -5.8% |
| 6M | +5.6% | +38.0% | -32.5% | -12.9% |
| YTD | +5.7% | +17.8% | -12.1% | -5.5% |
| 1Y | +14.6% | +13.6% | +1.0% | +4.6% |
| 3Y | +50.7% | +89.2% | -38.5% | +0.4% |
| 5Y | -4.8% | +51.1% | -55.9% | -29.0% |
| All | +148.1% | +222.4% | -74.4% | +27.7% |
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