+51.1%
XOM vs AG
+119.5%
-68.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +0.4% |
| 7D | +1.9% | -5.8% | +7.7% | +1.6% |
| 30D | +4.1% | +6.4% | -2.3% | +4.4% |
| 3M | +10.4% | +28.4% | -18.0% | +11.6% |
| 6M | +13.0% | -24.5% | +37.5% | +13.9% |
| YTD | +40.1% | +21.2% | +18.9% | +41.3% |
| 1Y | +51.1% | +114.1% | -63.0% | +56.0% |
| All | +51.1% | +119.5% | -68.3% | +56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling