+35.1%
XOP vs ALLE
+42.6%
-7.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | +15.4% | -6.8% | +22.2% | +16.9% |
| 3M | +12.1% | +21.0% | -9.0% | +6.7% |
| 6M | +19.7% | +1.1% | +18.6% | +20.1% |
| YTD | +52.4% | -0.5% | +52.9% | +53.5% |
| 1Y | +47.6% | -7.3% | +54.8% | +52.1% |
| All | +35.1% | +42.6% | -7.4% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling