+53.4%
XOM vs ALC
-15.5%
+68.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.9% |
| 7D | -2.4% | -3.7% | +1.3% | -2.0% |
| 30D | +5.7% | -3.7% | +9.4% | +6.0% |
| 3M | +6.6% | +4.6% | +2.0% | +6.0% |
| 6M | +7.7% | -14.6% | +22.3% | +9.4% |
| YTD | +36.2% | -11.9% | +48.0% | +37.6% |
| 1Y | +50.5% | -13.1% | +63.6% | +52.3% |
| 3Y | +53.4% | -15.0% | +68.4% | +50.7% |
| All | +53.4% | -15.5% | +68.9% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling