+277.9%
XME vs ALLE
+217.2%
+60.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -0.2% | +0.1% | -0.2% | -0.1% |
| 30D | -9.2% | +25.9% | -35.1% | -20.5% |
| 3M | -17.8% | +14.9% | -32.6% | -24.4% |
| 6M | -20.0% | +42.1% | -62.1% | -35.2% |
| YTD | -6.6% | +20.4% | -27.0% | -17.5% |
| 1Y | +1.8% | +14.9% | -13.1% | -7.7% |
| 3Y | +98.7% | +90.1% | +8.6% | +30.9% |
| 5Y | +123.9% | +53.0% | +70.9% | +64.1% |
| 10Y | +277.9% | +208.8% | +69.0% | +96.1% |
| All | +277.9% | +217.2% | +60.6% | +96.1% |
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