+376.5%
XOM vs ACI
+25.9%
+350.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | +5.9% | +5.9% | -0.1% | +5.3% |
| 3M | +5.6% | -19.8% | +25.3% | +7.4% |
| 6M | +7.9% | -24.7% | +32.6% | +10.5% |
| YTD | +35.2% | -24.4% | +59.6% | +38.3% |
| 1Y | +46.0% | -31.5% | +77.5% | +50.6% |
| 3Y | +55.0% | -38.7% | +93.7% | +61.3% |
| 5Y | +246.3% | -42.8% | +289.1% | +257.3% |
| All | +376.5% | +25.9% | +350.6% | +390.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling