+205.4%
XOM vs ACM
+132.6%
+72.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +2.8% | +5.6% | -2.8% | +0.7% |
| 30D | -3.6% | +20.8% | -24.4% | -10.6% |
| 3M | +8.2% | +11.4% | -3.2% | +2.9% |
| 6M | +14.0% | +0.9% | +13.1% | +11.4% |
| YTD | +44.6% | -24.8% | +69.4% | +56.9% |
| 1Y | +47.8% | -46.4% | +94.2% | +85.5% |
| 3Y | +79.6% | -9.2% | +88.8% | +71.6% |
| 5Y | +214.3% | +5.0% | +209.3% | +173.8% |
| All | +205.4% | +132.6% | +72.8% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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