+298.5%
XME vs ALLE
+222.4%
+76.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.9% |
| 7D | -4.5% | -0.6% | -3.9% | -4.2% |
| 30D | -10.9% | +25.3% | -36.2% | -21.9% |
| 3M | -15.3% | +10.3% | -25.5% | -20.4% |
| 6M | -24.6% | +38.0% | -62.7% | -38.1% |
| YTD | -9.6% | +17.8% | -27.4% | -19.3% |
| 1Y | +2.9% | +13.6% | -10.7% | -6.2% |
| 3Y | +86.9% | +89.2% | -2.3% | +23.2% |
| 5Y | +115.2% | +51.1% | +64.1% | +58.6% |
| All | +298.5% | +222.4% | +76.1% | +106.2% |
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