+54.4%
XOM vs ALLE
+50.9%
+3.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.8% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +5.9% | -6.8% | +12.6% | +6.7% |
| 3M | +5.6% | +21.0% | -15.5% | +2.4% |
| 6M | +7.9% | +1.1% | +6.8% | +8.4% |
| YTD | +35.2% | -0.5% | +35.7% | +36.2% |
| 1Y | +46.0% | -7.3% | +53.2% | +49.2% |
| All | +54.4% | +50.9% | +3.5% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling