+190.2%
XOM vs ALLE
+339.1%
-149.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.7% |
| 7D | -8.3% | -0.6% | -7.7% | -8.2% |
| 30D | -2.5% | +26.6% | -29.1% | -10.9% |
| 3M | +8.3% | +13.2% | -4.8% | +2.9% |
| 6M | +15.5% | +42.9% | -27.4% | -0.4% |
| YTD | +39.6% | +21.0% | +18.6% | +27.5% |
| 1Y | +44.6% | +15.2% | +29.4% | +34.6% |
| 3Y | +76.6% | +95.6% | -19.0% | +28.7% |
| 5Y | +195.8% | +53.4% | +142.4% | +132.8% |
| 10Y | +191.6% | +221.5% | -29.9% | +67.5% |
| All | +190.2% | +339.1% | -149.0% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling