+205.4%
XOM vs ALM
+2,100.8%
-1,895.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.7% | -7.3% | +0.4% |
| 7D | +2.8% | +1.2% | +1.6% | +2.8% |
| 30D | -3.6% | -19.3% | +15.7% | -3.4% |
| 3M | +8.2% | -40.6% | +48.9% | +8.8% |
| 6M | +14.0% | -57.9% | +72.0% | +15.1% |
| YTD | +44.6% | -6.7% | +51.3% | +43.2% |
| 1Y | +47.8% | +20.2% | +27.6% | +45.5% |
| 3Y | +79.6% | +879.4% | -799.9% | +66.1% |
| 5Y | +214.3% | +415.3% | -201.0% | +192.6% |
| All | +205.4% | +2,100.8% | -1,895.4% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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