+192.9%
XOM vs AA
+122.9%
+70.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +4.1% | -3.4% | +7.5% | +4.9% |
| 30D | +4.6% | -5.8% | +10.4% | +5.8% |
| 3M | +14.0% | -29.9% | +43.9% | +23.0% |
| 6M | +11.0% | -27.0% | +38.0% | +16.7% |
| YTD | +40.7% | -8.7% | +49.4% | +38.7% |
| 1Y | +52.3% | +50.6% | +1.7% | +30.2% |
| 3Y | +60.5% | +74.1% | -13.6% | +22.8% |
| 5Y | +266.4% | +2.6% | +263.8% | +198.7% |
| All | +192.9% | +122.9% | +70.0% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling