+58.8%
XOM vs ALM
+2,150.5%
-2,091.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.4% | +2.2% |
| 7D | 0.0% | +3.6% | -3.6% | +0.1% |
| 30D | +3.4% | +33.8% | -30.4% | +3.5% |
| 3M | +11.0% | +14.8% | -3.8% | +11.1% |
| 6M | +10.6% | -7.0% | +17.6% | +10.8% |
| YTD | +39.2% | +108.1% | -68.8% | +38.3% |
| 1Y | +52.7% | +313.8% | -261.0% | +50.7% |
| All | +58.8% | +2,150.5% | -2,091.7% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling