+60.5%
XOM vs AEM
+339.2%
-278.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | +4.1% | -2.1% | +6.2% | +4.1% |
| 30D | +4.6% | +8.4% | -3.9% | +4.7% |
| 3M | +14.0% | +27.3% | -13.3% | +14.3% |
| 6M | +11.0% | -9.7% | +20.6% | +12.1% |
| YTD | +40.7% | +19.0% | +21.7% | +40.3% |
| 1Y | +52.3% | +31.5% | +20.8% | +50.8% |
| 3Y | +60.5% | +338.7% | -278.2% | +39.1% |
| All | +60.5% | +339.2% | -278.7% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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