+52.7%
XOM vs ALLE
-11.2%
+63.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +1.9% |
| 7D | 0.0% | -2.2% | +2.2% | -0.2% |
| 30D | +3.4% | -8.3% | +11.8% | +2.7% |
| 3M | +11.0% | +16.3% | -5.3% | +11.9% |
| 6M | +10.6% | +1.8% | +8.8% | +13.2% |
| YTD | +39.2% | -3.9% | +43.2% | +44.2% |
| 1Y | +52.7% | -10.0% | +62.7% | +57.6% |
| All | +52.7% | -11.2% | +63.9% | +57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling