+47.9%
XOM vs ALLE
+14.3%
+33.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +1.8% |
| 7D | +2.7% | +1.6% | +1.1% | +2.9% |
| 30D | -2.5% | +24.1% | -26.6% | -0.6% |
| 3M | +7.0% | +14.8% | -7.9% | +8.3% |
| 6M | +14.2% | +45.9% | -31.7% | +17.7% |
| YTD | +43.9% | +20.7% | +23.2% | +51.6% |
| 1Y | +47.9% | +14.2% | +33.7% | +56.1% |
| All | +47.9% | +14.3% | +33.6% | +56.1% |
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 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