+48.2%
XOP vs ALLE
+222.4%
-174.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.3% |
| 7D | -14.7% | -0.6% | -14.2% | -14.6% |
| 30D | -7.7% | +25.3% | -33.0% | -18.1% |
| 3M | +4.4% | +10.3% | -5.8% | -1.6% |
| 6M | +3.5% | +38.0% | -34.5% | -14.6% |
| YTD | +39.4% | +17.8% | +21.6% | +24.0% |
| 1Y | +39.8% | +13.6% | +26.2% | +26.7% |
| 3Y | +29.7% | +89.2% | -59.5% | -15.9% |
| 5Y | +78.6% | +51.1% | +27.5% | +29.0% |
| All | +48.2% | +222.4% | -174.2% | -26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling