+407.3%
XOM vs ACI
+33.9%
+373.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.7% |
| 7D | +2.7% | -0.5% | +3.2% | +2.7% |
| 30D | -2.5% | +4.9% | -7.4% | -3.0% |
| 3M | +7.0% | +11.1% | -4.1% | +5.7% |
| 6M | +14.2% | -14.9% | +29.1% | +15.4% |
| YTD | +43.9% | -19.6% | +63.5% | +46.2% |
| 1Y | +47.9% | -22.7% | +70.6% | +50.8% |
| 3Y | +80.6% | -31.2% | +111.8% | +85.5% |
| 5Y | +212.8% | -42.3% | +255.1% | +221.6% |
| All | +407.3% | +33.9% | +373.5% | +419.0% |
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