+191.6%
XOM vs ACN
+91.1%
+100.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | +1.9% | -7.9% | +9.7% | +4.3% |
| 30D | +4.1% | -1.1% | +5.1% | +4.1% |
| 3M | +10.4% | +5.6% | +4.8% | +7.1% |
| 6M | +13.0% | -9.9% | +23.0% | +14.6% |
| YTD | +40.1% | -32.3% | +72.4% | +55.5% |
| 1Y | +51.1% | -25.3% | +76.4% | +60.8% |
| 3Y | +57.7% | -42.3% | +100.0% | +78.8% |
| 5Y | +264.7% | -43.5% | +308.2% | +301.6% |
| All | +191.6% | +91.1% | +100.5% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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