+53.4%
XOM vs ACM
-19.8%
+73.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +0.8% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | +5.7% | -12.9% | +18.6% | +7.1% |
| 3M | +6.6% | -6.4% | +12.9% | +6.9% |
| 6M | +7.7% | -29.2% | +36.9% | +12.4% |
| YTD | +36.2% | -29.9% | +66.1% | +41.8% |
| 1Y | +50.5% | -47.3% | +97.8% | +65.6% |
| 3Y | +53.4% | -19.6% | +73.0% | +50.2% |
| All | +53.4% | -19.8% | +73.2% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling