+4,261.5%
XOM vs AA
+295.2%
+3,966.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.1% |
| 7D | +1.8% | -0.7% | +2.5% | +1.9% |
| 30D | +5.9% | +5.0% | +0.9% | +4.2% |
| 3M | +5.6% | -35.8% | +41.4% | +16.9% |
| 6M | +7.9% | -18.4% | +26.3% | +10.6% |
| YTD | +35.2% | -5.5% | +40.7% | +32.3% |
| 1Y | +46.0% | +61.0% | -15.0% | +22.2% |
| 3Y | +55.0% | +66.2% | -11.2% | +20.1% |
| 5Y | +246.3% | +11.4% | +234.9% | +176.6% |
| 10Y | +181.0% | +116.9% | +64.1% | +58.3% |
| All | +4,261.5% | +295.2% | +3,966.4% | +1,870.1% |
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