+264.7%
XOM vs ACN
-43.7%
+308.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | +1.9% | -7.9% | +9.7% | +2.8% |
| 30D | +4.1% | -1.1% | +5.1% | +4.1% |
| 3M | +10.4% | +5.6% | +4.8% | +9.2% |
| 6M | +13.0% | -9.9% | +23.0% | +13.9% |
| YTD | +40.1% | -32.3% | +72.4% | +46.7% |
| 1Y | +51.1% | -25.3% | +76.4% | +55.3% |
| 3Y | +57.7% | -42.3% | +100.0% | +66.7% |
| 5Y | +264.7% | -43.5% | +308.2% | +264.8% |
| All | +264.7% | -43.7% | +308.5% | +264.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling