+221.2%
XOM vs AAOI
+932.9%
-711.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.8% |
| 7D | +1.9% | +2.9% | -1.0% | +1.7% |
| 30D | +4.1% | -23.1% | +27.2% | +4.9% |
| 3M | +10.4% | -41.0% | +51.4% | +11.7% |
| 6M | +13.0% | -14.3% | +27.3% | +11.2% |
| YTD | +40.1% | +196.3% | -156.2% | +29.1% |
| 1Y | +51.1% | +272.6% | -221.5% | +36.6% |
| 3Y | +57.7% | +775.3% | -717.6% | +28.1% |
| 5Y | +264.7% | +1,290.2% | -1,025.4% | +170.0% |
| 10Y | +193.1% | +426.2% | -233.1% | +108.2% |
| All | +221.2% | +932.9% | -711.7% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOI.
Daily Out/Under-Performance
Portfolio return minus AAOI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOI 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 AAOI 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