+204.0%
XOM vs ACGL
+322.9%
-119.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +2.7% | -1.2% | +3.9% | +3.2% |
| 30D | -2.5% | +12.8% | -15.3% | -7.6% |
| 3M | +7.0% | +12.3% | -5.3% | +1.4% |
| 6M | +14.2% | +15.8% | -1.6% | +6.4% |
| YTD | +43.9% | +13.9% | +30.0% | +34.2% |
| 1Y | +47.9% | +19.0% | +28.9% | +35.1% |
| 3Y | +80.6% | +33.7% | +46.9% | +51.8% |
| 5Y | +212.8% | +173.4% | +39.4% | +74.6% |
| All | +204.0% | +322.9% | -119.0% | +35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling