+35.2%
XOP vs ALLE
+15.5%
+19.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.5% | +0.6% |
| 7D | -10.0% | -0.6% | -9.4% | -10.1% |
| 30D | -9.1% | +26.6% | -35.7% | -5.8% |
| 3M | +5.1% | +13.2% | -8.1% | +7.0% |
| 6M | +6.4% | +42.9% | -36.5% | +11.8% |
| YTD | +39.7% | +21.0% | +18.7% | +51.3% |
| All | +35.2% | +15.5% | +19.8% | +48.0% |
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