+46.0%
XOM vs ACGL
+4.8%
+41.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.6% |
| 7D | +1.8% | -0.7% | +2.5% | +1.8% |
| 30D | +5.9% | -1.0% | +6.9% | +5.9% |
| 3M | +5.6% | +11.0% | -5.5% | +4.9% |
| 6M | +7.9% | -0.3% | +8.2% | +8.0% |
| YTD | +35.2% | +2.3% | +32.9% | +34.4% |
| 1Y | +46.0% | +6.4% | +39.6% | +43.1% |
| All | +46.0% | +4.8% | +41.2% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling