+253.9%
XOM vs ALC
-16.6%
+270.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.0% |
| 7D | -2.4% | -3.7% | +1.3% | -1.9% |
| 30D | +5.7% | -3.7% | +9.4% | +6.2% |
| 3M | +6.6% | +4.6% | +2.0% | +5.7% |
| 6M | +7.7% | -14.6% | +22.3% | +9.9% |
| YTD | +36.2% | -11.9% | +48.0% | +38.1% |
| 1Y | +50.5% | -13.1% | +63.6% | +52.8% |
| 3Y | +53.4% | -15.0% | +68.4% | +54.8% |
| All | +253.9% | -16.6% | +270.5% | +245.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling