+205.4%
XOM vs AG
+76.0%
+129.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.6% |
| 7D | +2.8% | -10.0% | +12.8% | +3.5% |
| 30D | -3.6% | -10.5% | +6.9% | -3.1% |
| 3M | +8.2% | -27.3% | +35.5% | +10.0% |
| 6M | +14.0% | -43.0% | +57.0% | +17.3% |
| YTD | +44.6% | -17.9% | +62.5% | +43.0% |
| 1Y | +47.8% | +11.9% | +35.8% | +42.2% |
| 3Y | +79.6% | +201.8% | -122.2% | +53.3% |
| 5Y | +214.3% | -0.1% | +214.3% | +188.7% |
| All | +205.4% | +76.0% | +129.4% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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