+393.7%
XOM vs ACI
+17.4%
+376.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | +1.9% | -7.1% | +8.9% | +2.5% |
| 30D | +4.1% | -4.5% | +8.6% | +4.5% |
| 3M | +10.4% | -22.3% | +32.7% | +12.7% |
| 6M | +13.0% | -28.4% | +41.4% | +16.3% |
| YTD | +40.1% | -29.5% | +69.6% | +44.2% |
| 1Y | +51.1% | -34.2% | +85.4% | +56.5% |
| 3Y | +57.7% | -45.7% | +103.4% | +66.0% |
| 5Y | +264.7% | -40.8% | +305.5% | +276.5% |
| All | +393.7% | +17.4% | +376.4% | +411.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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