-42.9%
ACN vs XOP
+156.8%
-199.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.5% |
| 7D | -4.8% | +0.6% | -5.4% | -5.0% |
| 30D | +1.9% | +16.5% | -14.6% | -1.3% |
| 3M | +3.9% | +15.7% | -11.8% | +0.5% |
| 6M | -15.0% | +19.2% | -34.2% | -18.5% |
| YTD | -31.9% | +55.0% | -86.9% | -38.4% |
| 1Y | -28.5% | +54.2% | -82.7% | -35.4% |
| 3Y | -41.9% | +35.9% | -77.8% | -47.0% |
| 5Y | -42.9% | +162.4% | -205.3% | -53.3% |
| All | -42.9% | +156.8% | -199.7% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 5y: compounded portfolio wealth divided by compounded XOP 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…
5y analysis · Full analysis span regression · 6 months rolling