+730.1%
XOM vs ACN
+1,705.6%
-975.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -0.7% |
| 7D | +1.8% | -1.5% | +3.3% | +2.2% |
| 30D | +5.9% | +9.4% | -3.5% | +2.9% |
| 3M | +5.6% | +5.6% | -0.1% | +2.4% |
| 6M | +7.9% | -9.3% | +17.1% | +8.7% |
| YTD | +35.2% | -29.0% | +64.1% | +45.5% |
| 1Y | +46.0% | -24.7% | +70.6% | +53.6% |
| 3Y | +55.0% | -39.8% | +94.9% | +71.0% |
| 5Y | +246.3% | -40.9% | +287.2% | +275.6% |
| 10Y | +181.0% | +91.1% | +89.9% | +108.6% |
| All | +730.1% | +1,705.6% | -975.4% | +247.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling