+280.6%
XME vs ALLE
+212.2%
+68.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.2% |
| 7D | +1.5% | -0.8% | +2.3% | +2.1% |
| 30D | -7.3% | +27.4% | -34.6% | -19.4% |
| 3M | -17.4% | +13.8% | -31.3% | -23.6% |
| 6M | -21.8% | +45.5% | -67.3% | -37.5% |
| YTD | -6.0% | +21.4% | -27.4% | -17.3% |
| 1Y | +3.8% | +15.4% | -11.6% | -6.0% |
| 3Y | +100.0% | +91.7% | +8.3% | +31.1% |
| 5Y | +116.1% | +54.5% | +61.5% | +57.5% |
| 10Y | +280.6% | +210.5% | +70.1% | +97.6% |
| All | +280.6% | +212.2% | +68.4% | +97.6% |
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