+885.0%
XOM vs AGI
+5,263.7%
-4,378.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.8% |
| 7D | +1.9% | -5.4% | +7.2% | +2.2% |
| 30D | +4.1% | +6.6% | -2.6% | +3.6% |
| 3M | +10.4% | +8.2% | +2.2% | +9.5% |
| 6M | +13.0% | -29.3% | +42.3% | +14.9% |
| YTD | +40.1% | -7.4% | +47.4% | +39.4% |
| 1Y | +51.1% | +7.9% | +43.2% | +48.5% |
| 3Y | +57.7% | +206.2% | -148.5% | +42.9% |
| 5Y | +264.7% | +397.6% | -132.9% | +217.5% |
| 10Y | +193.1% | +383.4% | -190.4% | +145.8% |
| All | +885.0% | +5,263.7% | -4,378.7% | +602.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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