+177.9%
XOM vs ALLE
+148.2%
+29.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -2.4% | +2.8% | -5.2% | -3.4% |
| 30D | +5.7% | -7.6% | +13.3% | +8.6% |
| 3M | +6.6% | +22.8% | -16.2% | -2.4% |
| 6M | +7.7% | +4.6% | +3.1% | +4.3% |
| YTD | +36.2% | -1.2% | +37.4% | +34.6% |
| 1Y | +50.5% | -9.1% | +59.6% | +53.6% |
| 3Y | +53.4% | +50.0% | +3.4% | +22.9% |
| 5Y | +254.2% | +15.2% | +238.9% | +214.5% |
| 10Y | +177.9% | +151.1% | +26.8% | +80.6% |
| All | +177.9% | +148.2% | +29.7% | +80.6% |
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