+51.1%
XOM vs ACM
-48.9%
+100.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.5% |
| 7D | +1.9% | -5.9% | +7.8% | +1.6% |
| 30D | +4.1% | -6.2% | +10.3% | +3.9% |
| 3M | +10.4% | -7.9% | +18.3% | +10.0% |
| 6M | +13.0% | -30.6% | +43.6% | +13.1% |
| YTD | +40.1% | -33.3% | +73.3% | +40.6% |
| 1Y | +51.1% | -49.2% | +100.3% | +55.2% |
| All | +51.1% | -48.9% | +100.0% | +55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling