+58.8%
XOM vs ACN
-43.3%
+102.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.3% |
| 7D | 0.0% | -6.3% | +6.4% | +0.4% |
| 30D | +3.4% | -1.4% | +4.8% | +3.5% |
| 3M | +11.0% | +2.6% | +8.4% | +10.6% |
| 6M | +10.6% | -14.3% | +24.9% | +11.0% |
| YTD | +39.2% | -33.1% | +72.3% | +41.7% |
| 1Y | +52.7% | -28.8% | +81.5% | +54.5% |
| All | +58.8% | -43.3% | +102.1% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling