+45.3%
XOP vs ALLE
+18.6%
+26.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.8% | -8.1% | -6.1% |
| 7D | -10.5% | +6.7% | -17.2% | -9.6% |
| 30D | -4.3% | +25.4% | -29.7% | -1.1% |
| 3M | +4.7% | +16.9% | -12.3% | +7.1% |
| 6M | -0.1% | +46.6% | -46.6% | +5.0% |
| YTD | +43.8% | +22.4% | +21.4% | +56.0% |
| 1Y | +45.3% | +17.7% | +27.5% | +59.4% |
| All | +45.3% | +18.6% | +26.7% | +59.4% |
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