+264.7%
XOM vs AAL
-36.6%
+301.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | +1.9% | -0.9% | +2.8% | +1.9% |
| 30D | +4.1% | -16.0% | +20.0% | +4.5% |
| 3M | +10.4% | -4.2% | +14.7% | +10.1% |
| 6M | +13.0% | +15.7% | -2.6% | +11.2% |
| YTD | +40.1% | -16.2% | +56.2% | +40.7% |
| 1Y | +51.1% | +0.2% | +50.9% | +49.2% |
| 3Y | +57.7% | -8.1% | +65.8% | +52.9% |
| 5Y | +264.7% | -32.2% | +296.9% | +266.7% |
| All | +264.7% | -36.6% | +301.4% | +266.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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