+255.6%
XOM vs AEM
+298.9%
-43.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.8% |
| 7D | +1.9% | -5.0% | +6.9% | +2.3% |
| 30D | +4.1% | +8.5% | -4.4% | +3.2% |
| 3M | +10.4% | +29.3% | -18.9% | +7.7% |
| 6M | +13.0% | -12.9% | +26.0% | +14.5% |
| YTD | +40.1% | +16.8% | +23.3% | +36.0% |
| 1Y | +51.1% | +29.8% | +21.3% | +43.8% |
| 3Y | +57.7% | +336.7% | -279.0% | +17.1% |
| All | +255.6% | +298.9% | -43.3% | +168.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling