+261.8%
XOM vs ACM
+2.7%
+259.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.3% | +2.9% |
| 7D | 0.0% | -3.7% | +3.7% | +0.9% |
| 30D | +3.4% | -12.7% | +16.1% | +6.4% |
| 3M | +11.0% | -9.8% | +20.8% | +12.9% |
| 6M | +10.6% | -31.4% | +42.0% | +21.0% |
| YTD | +39.2% | -32.1% | +71.3% | +51.7% |
| 1Y | +52.7% | -47.8% | +100.5% | +80.8% |
| 3Y | +56.8% | -22.1% | +78.8% | +55.0% |
| 5Y | +261.8% | +1.8% | +260.0% | +212.9% |
| All | +261.8% | +2.7% | +259.0% | +212.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling