-11.2%
XOP vs ALLE
+260.9%
-272.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.4% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | +15.4% | -6.8% | +22.2% | +19.5% |
| 3M | +12.1% | +21.0% | -9.0% | -0.5% |
| 6M | +19.7% | +1.1% | +18.6% | +16.1% |
| YTD | +52.4% | -0.5% | +52.9% | +48.6% |
| 1Y | +47.6% | -7.3% | +54.8% | +49.0% |
| 3Y | +34.4% | +42.3% | -7.9% | +2.6% |
| 5Y | +154.4% | +13.5% | +140.9% | +117.3% |
| 10Y | +54.7% | +144.0% | -89.4% | -17.8% |
| All | -11.2% | +260.9% | -272.1% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling