+264.7%
XOM vs AA
+5.3%
+259.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +1.4% |
| 7D | +1.9% | -5.4% | +7.2% | +2.7% |
| 30D | +4.1% | -10.7% | +14.8% | +5.8% |
| 3M | +10.4% | -26.2% | +36.6% | +15.5% |
| 6M | +13.0% | -20.9% | +34.0% | +15.5% |
| YTD | +40.1% | -8.6% | +48.7% | +38.5% |
| 1Y | +51.1% | +57.4% | -6.3% | +33.2% |
| 3Y | +57.7% | +77.8% | -20.1% | +28.2% |
| 5Y | +264.7% | +2.7% | +262.0% | +224.4% |
| All | +264.7% | +5.3% | +259.4% | +224.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling