+191.6%
XOM vs ALM
+2,776.7%
-2,585.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.2% | +0.7% |
| 7D | +1.9% | -7.1% | +9.0% | +2.0% |
| 30D | +4.1% | +24.7% | -20.6% | +3.7% |
| 3M | +10.4% | +8.3% | +2.1% | +10.1% |
| 6M | +13.0% | -22.2% | +35.2% | +13.1% |
| YTD | +40.1% | +88.1% | -48.0% | +37.5% |
| 1Y | +51.1% | +272.4% | -221.2% | +46.0% |
| 3Y | +57.7% | +2,004.1% | -1,946.4% | +44.1% |
| 5Y | +264.7% | +915.8% | -651.1% | +236.7% |
| All | +191.6% | +2,776.7% | -2,585.2% | +172.7% |
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