+383.8%
XOM vs ABCL
-81.0%
+464.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +1.9% |
| 7D | +2.7% | +4.4% | -1.7% | +2.6% |
| 30D | -2.5% | -7.9% | +5.4% | -2.4% |
| 3M | +7.0% | +12.2% | -5.2% | +6.7% |
| 6M | +14.2% | +134.7% | -120.5% | +12.5% |
| YTD | +43.9% | +239.8% | -195.9% | +40.3% |
| 1Y | +47.9% | +192.7% | -144.8% | +44.7% |
| 3Y | +80.6% | +187.6% | -107.0% | +73.6% |
| 5Y | +212.8% | -22.6% | +235.4% | +205.4% |
| All | +383.8% | -81.0% | +464.7% | +395.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling