+354.3%
XOM vs AG
+255.2%
+99.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.7% |
| 7D | +2.8% | -10.0% | +12.8% | +3.7% |
| 30D | -3.6% | -10.5% | +6.9% | -3.0% |
| 3M | +8.2% | -27.3% | +35.5% | +10.6% |
| 6M | +14.0% | -43.0% | +57.0% | +18.2% |
| YTD | +44.6% | -17.9% | +62.5% | +43.1% |
| 1Y | +47.8% | +11.9% | +35.8% | +41.7% |
| 3Y | +79.6% | +201.8% | -122.2% | +51.0% |
| 5Y | +214.3% | -0.1% | +214.3% | +186.3% |
| 10Y | +204.0% | +72.7% | +131.3% | +142.2% |
| All | +354.3% | +255.2% | +99.1% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling