+52.6%
XOM vs AA
+13.9%
+38.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.4% | -4.6% |
| 7D | -7.0% | +0.9% | -7.9% | -7.0% |
| 30D | +3.2% | -6.4% | +9.7% | +3.3% |
| 3M | +10.7% | -13.0% | +23.6% | +10.8% |
| 6M | +11.6% | -34.6% | +46.2% | +12.3% |
| YTD | +43.5% | -23.0% | +66.5% | +42.8% |
| 1Y | +52.6% | +16.0% | +36.6% | +51.6% |
| All | +52.6% | +13.9% | +38.7% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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