+181.7%
XOM vs ALC
+17.1%
+164.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +1.4% |
| 7D | +1.9% | -7.7% | +9.5% | +4.1% |
| 30D | +4.1% | -11.7% | +15.7% | +7.6% |
| 3M | +10.4% | +0.7% | +9.7% | +9.8% |
| 6M | +13.0% | -17.1% | +30.1% | +18.2% |
| YTD | +40.1% | -15.1% | +55.2% | +45.1% |
| 1Y | +51.1% | -14.1% | +65.2% | +55.5% |
| 3Y | +57.7% | -18.2% | +75.9% | +60.7% |
| 5Y | +264.7% | -19.2% | +283.9% | +265.7% |
| All | +181.7% | +17.1% | +164.6% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling