+285.4%
XME vs ALLE
+233.6%
+51.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +4.0% |
| 7D | +0.9% | -0.6% | +1.6% | +1.3% |
| 30D | -7.3% | +26.6% | -33.9% | -19.1% |
| 3M | -14.8% | +13.2% | -27.9% | -21.0% |
| 6M | -18.4% | +42.9% | -61.3% | -34.1% |
| YTD | -4.7% | +21.0% | -25.7% | -16.0% |
| 1Y | +5.7% | +15.2% | -9.5% | -4.2% |
| 3Y | +104.0% | +95.6% | +8.4% | +32.2% |
| 5Y | +122.4% | +53.4% | +69.0% | +62.9% |
| 10Y | +285.4% | +221.5% | +63.9% | +101.9% |
| All | +285.4% | +233.6% | +51.7% | +101.9% |
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