+52.3%
XOM vs ALM
+247.3%
-195.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.3% |
| 7D | +4.1% | -11.8% | +15.9% | +3.8% |
| 30D | +4.6% | +7.8% | -3.2% | +4.8% |
| 3M | +14.0% | -9.3% | +23.2% | +14.0% |
| 6M | +11.0% | -30.5% | +41.4% | +11.9% |
| YTD | +40.7% | +75.8% | -35.1% | +40.8% |
| 1Y | +52.3% | +241.2% | -188.9% | +46.7% |
| All | +52.3% | +247.3% | -195.0% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling