+4,419.1%
XOM vs AFL
+18,431.1%
-14,012.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.9% | -3.3% | +5.1% | +2.8% |
| 30D | +4.1% | -5.0% | +9.0% | +5.5% |
| 3M | +10.4% | -1.8% | +12.2% | +10.8% |
| 6M | +13.0% | +4.8% | +8.2% | +11.3% |
| YTD | +40.1% | +5.4% | +34.6% | +37.5% |
| 1Y | +51.1% | +9.0% | +42.1% | +47.0% |
| 3Y | +57.7% | +63.0% | -5.3% | +36.3% |
| 5Y | +264.7% | +134.5% | +130.2% | +185.0% |
| 10Y | +193.1% | +298.6% | -105.5% | +100.3% |
| All | +4,419.1% | +18,431.1% | -14,012.0% | +1,748.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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