-4.7%
XRT vs ALLE
+49.9%
-54.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.4% |
| 3M | -0.2% | +10.3% | -10.5% | -6.0% |
| 6M | +5.6% | +38.0% | -32.5% | -13.6% |
| YTD | +5.7% | +17.8% | -12.1% | -5.8% |
| 1Y | +14.6% | +13.6% | +1.0% | +4.5% |
| 3Y | +50.7% | +89.2% | -38.5% | -5.2% |
| All | -4.7% | +49.9% | -54.6% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling