+254.2%
XOM vs ALLE
+17.0%
+237.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -2.4% | +2.8% | -5.2% | -2.8% |
| 30D | +5.7% | -7.6% | +13.3% | +7.1% |
| 3M | +6.6% | +22.8% | -16.2% | +2.0% |
| 6M | +7.7% | +4.6% | +3.1% | +6.4% |
| YTD | +36.2% | -1.2% | +37.4% | +36.2% |
| 1Y | +50.5% | -9.1% | +59.6% | +53.3% |
| 3Y | +53.4% | +50.0% | +3.4% | +36.8% |
| 5Y | +254.2% | +15.2% | +238.9% | +255.7% |
| All | +254.2% | +17.0% | +237.2% | +255.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling