+177.9%
XOM vs ACWI
+226.0%
-48.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.1% |
| 7D | -2.4% | +1.1% | -3.4% | -3.2% |
| 30D | +5.7% | -0.2% | +5.9% | +5.7% |
| 3M | +6.6% | +4.7% | +1.9% | +2.0% |
| 6M | +7.7% | +14.5% | -6.8% | -5.5% |
| YTD | +36.2% | +14.6% | +21.6% | +19.1% |
| 1Y | +50.5% | +21.4% | +29.1% | +24.7% |
| 3Y | +53.4% | +77.6% | -24.2% | -12.3% |
| 5Y | +254.2% | +68.1% | +186.1% | +110.8% |
| 10Y | +177.9% | +226.1% | -48.2% | -12.9% |
| All | +177.9% | +226.0% | -48.1% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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