+139.1%
XRT vs ALLE
+260.9%
-121.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.5% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | -4.2% | -6.8% | +2.6% | -0.6% |
| 3M | +5.1% | +21.0% | -15.9% | -6.0% |
| 6M | +2.4% | +1.1% | +1.3% | +0.7% |
| YTD | +3.2% | -0.5% | +3.7% | +1.8% |
| 1Y | +1.5% | -7.3% | +8.8% | +4.0% |
| 3Y | +40.6% | +42.3% | -1.7% | +11.9% |
| 5Y | -1.0% | +13.5% | -14.5% | -12.7% |
| 10Y | +128.4% | +144.0% | -15.6% | +36.2% |
| All | +139.1% | +260.9% | -121.7% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling