+43.2%
XOM vs ACGL
+22.9%
+20.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -7.3% | +1.3% | -8.6% | -7.3% |
| 30D | -2.6% | +14.2% | -16.8% | -3.3% |
| 3M | +3.6% | +11.1% | -7.5% | +3.0% |
| 6M | +15.3% | +16.4% | -1.1% | +14.8% |
| YTD | +39.4% | +13.8% | +25.6% | +37.7% |
| 1Y | +43.2% | +21.6% | +21.6% | +40.3% |
| All | +43.2% | +22.9% | +20.2% | +40.3% |
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