+171.9%
XOM vs ALC
+24.0%
+147.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.1% |
| 7D | +1.8% | -2.1% | +3.9% | +2.4% |
| 30D | +5.9% | -0.1% | +6.0% | +5.8% |
| 3M | +5.6% | +5.9% | -0.3% | +3.6% |
| 6M | +7.9% | -15.9% | +23.8% | +12.5% |
| YTD | +35.2% | -10.1% | +45.3% | +37.9% |
| 1Y | +46.0% | -10.2% | +56.2% | +48.5% |
| 3Y | +55.0% | -13.6% | +68.6% | +55.7% |
| 5Y | +246.3% | -15.1% | +261.4% | +243.5% |
| All | +171.9% | +24.0% | +147.9% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling