+845.6%
XOM vs AGG
+96.1%
+749.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.4% |
| 7D | +1.9% | -0.9% | +2.8% | +1.5% |
| 30D | +4.1% | -1.0% | +5.0% | +3.7% |
| 3M | +10.4% | -1.3% | +11.7% | +10.0% |
| 6M | +13.0% | -2.1% | +15.1% | +12.4% |
| YTD | +40.1% | -1.2% | +41.3% | +39.6% |
| 1Y | +51.1% | -0.5% | +51.6% | +51.0% |
| 3Y | +57.7% | +12.4% | +45.3% | +63.6% |
| 5Y | +264.7% | -2.4% | +267.1% | +260.4% |
| 10Y | +193.1% | +14.3% | +178.8% | +207.6% |
| All | +845.6% | +96.1% | +749.5% | +914.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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