+257.2%
XOM vs AG
+63.6%
+193.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.6% |
| 7D | +4.1% | -6.7% | +10.8% | +4.5% |
| 30D | +4.6% | +2.2% | +2.4% | +4.3% |
| 3M | +14.0% | +15.7% | -1.7% | +12.6% |
| 6M | +11.0% | -23.8% | +34.8% | +12.2% |
| YTD | +40.7% | +17.6% | +23.1% | +36.4% |
| 1Y | +52.3% | +88.6% | -36.3% | +40.5% |
| 3Y | +60.5% | +253.4% | -193.0% | +33.5% |
| All | +257.2% | +63.6% | +193.6% | +233.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling