+205.4%
XOM vs ACWI
+224.5%
-19.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +2.8% | +2.4% | +0.4% | +0.9% |
| 30D | -3.6% | -1.7% | -2.0% | -2.6% |
| 3M | +8.2% | -3.9% | +12.2% | +11.0% |
| 6M | +14.0% | +0.8% | +13.3% | +11.6% |
| YTD | +44.6% | +11.0% | +33.6% | +29.0% |
| 1Y | +47.8% | +13.1% | +34.7% | +29.6% |
| 3Y | +79.6% | +73.9% | +5.7% | +4.0% |
| 5Y | +214.3% | +59.0% | +155.2% | +96.0% |
| All | +205.4% | +224.5% | -19.0% | -0.3% |
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