+261.8%
XOM vs ALM
+958.0%
-696.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.4% | +2.3% |
| 7D | 0.0% | +3.6% | -3.6% | 0.0% |
| 30D | +3.4% | +33.8% | -30.4% | +3.1% |
| 3M | +11.0% | +14.8% | -3.8% | +10.7% |
| 6M | +10.6% | -7.0% | +17.6% | +10.5% |
| YTD | +39.2% | +108.1% | -68.8% | +36.3% |
| 1Y | +52.7% | +313.8% | -261.0% | +46.7% |
| 3Y | +56.8% | +2,227.6% | -2,170.9% | +37.5% |
| 5Y | +261.8% | +956.6% | -694.8% | +227.7% |
| All | +261.8% | +958.0% | -696.2% | +227.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling