+192.9%
XOM vs ACM
+134.0%
+58.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.1% |
| 7D | +4.1% | -4.6% | +8.7% | +5.9% |
| 30D | +4.6% | +4.1% | +0.5% | +2.6% |
| 3M | +14.0% | -8.3% | +22.3% | +16.2% |
| 6M | +11.0% | -30.1% | +41.0% | +24.8% |
| YTD | +40.7% | -32.6% | +73.3% | +59.3% |
| 1Y | +52.3% | -49.6% | +101.9% | +93.5% |
| 3Y | +60.5% | -23.0% | +83.5% | +64.8% |
| 5Y | +266.4% | +2.0% | +264.4% | +224.2% |
| All | +192.9% | +134.0% | +58.9% | +86.6% |
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