+4,543.5%
XOM vs AA
+220.7%
+4,322.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.3% | +2.2% |
| 7D | +2.7% | +5.3% | -2.6% | +1.3% |
| 30D | -2.5% | -2.3% | -0.2% | -2.3% |
| 3M | +7.0% | -20.8% | +27.8% | +12.7% |
| 6M | +14.2% | -39.8% | +54.0% | +27.1% |
| YTD | +43.9% | -23.3% | +67.2% | +47.7% |
| 1Y | +47.9% | +1.8% | +46.1% | +40.2% |
| 3Y | +80.6% | +69.5% | +11.1% | +38.9% |
| 5Y | +212.8% | -18.0% | +230.8% | +172.2% |
| 10Y | +202.6% | +45.7% | +156.9% | +89.0% |
| All | +4,543.5% | +220.7% | +4,322.8% | +2,099.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling