+87.9%
AGG vs XOP
+86.0%
+1.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | -0.4% | +16.5% | -16.9% | -0.3% |
| 3M | -0.3% | +15.7% | -16.0% | -0.2% |
| 6M | -1.2% | +19.2% | -20.4% | -1.1% |
| YTD | -0.4% | +55.0% | -55.3% | 0.0% |
| 1Y | +0.4% | +54.2% | -53.8% | +0.7% |
| 3Y | +13.4% | +35.9% | -22.4% | +13.7% |
| 5Y | -1.4% | +162.4% | -163.8% | -0.6% |
| 10Y | +14.8% | +50.2% | -35.3% | +15.2% |
| All | +87.9% | +86.0% | +1.9% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling