+211.6%
XOM vs ACM
+1.1%
+210.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +2.8% | +5.6% | -2.8% | +1.7% |
| 30D | -3.6% | +20.8% | -24.4% | -7.4% |
| 3M | +8.2% | +11.4% | -3.2% | +5.5% |
| 6M | +14.0% | +0.9% | +13.1% | +12.9% |
| YTD | +44.6% | -24.8% | +69.4% | +53.5% |
| 1Y | +47.8% | -46.4% | +94.2% | +75.2% |
| 3Y | +79.6% | -9.2% | +88.8% | +69.7% |
| All | +211.6% | +1.1% | +210.5% | +175.0% |
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