+152.6%
XRT vs ALLE
+233.6%
-81.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +2.1% |
| 7D | +2.5% | -0.6% | +3.1% | +2.9% |
| 30D | +10.3% | +26.6% | -16.3% | -3.4% |
| 3M | +2.4% | +13.2% | -10.8% | -4.8% |
| 6M | +10.0% | +42.9% | -32.9% | -10.9% |
| YTD | +9.5% | +21.0% | -11.5% | -3.4% |
| 1Y | +17.2% | +15.2% | +2.0% | +6.2% |
| 3Y | +62.0% | +95.6% | -33.6% | +6.0% |
| 5Y | -2.1% | +53.4% | -55.5% | -27.6% |
| 10Y | +152.6% | +221.5% | -68.9% | +30.1% |
| All | +152.6% | +233.6% | -81.1% | +30.1% |
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