+207.1%
XOM vs ALM
+421.8%
-214.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.4% |
| 7D | -1.5% | -7.2% | +5.7% | -1.5% |
| 30D | -3.2% | -26.4% | +23.2% | -2.9% |
| 3M | +5.0% | -38.6% | +43.6% | +5.3% |
| 6M | +12.9% | -61.0% | +73.9% | +13.8% |
| YTD | +41.3% | -7.4% | +48.7% | +39.3% |
| 1Y | +43.2% | +14.0% | +29.2% | +40.4% |
| 3Y | +77.3% | +844.4% | -767.1% | +57.2% |
| All | +207.1% | +421.8% | -214.7% | +182.3% |
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