+42.6%
XOP vs ALLE
+233.6%
-191.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.5% | -1.1% |
| 7D | -10.0% | -0.6% | -9.4% | -9.8% |
| 30D | -9.1% | +26.6% | -35.7% | -19.7% |
| 3M | +5.1% | +13.2% | -8.1% | -2.2% |
| 6M | +6.4% | +42.9% | -36.5% | -13.7% |
| YTD | +39.7% | +21.0% | +18.7% | +22.6% |
| 1Y | +37.2% | +15.2% | +22.1% | +23.7% |
| 3Y | +37.6% | +95.6% | -58.0% | -12.2% |
| 5Y | +76.5% | +53.4% | +23.1% | +26.8% |
| 10Y | +42.6% | +221.5% | -178.8% | -29.1% |
| All | +42.6% | +233.6% | -191.0% | -29.1% |
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