+216.2%
XOM vs ALM
+3,289.7%
-3,073.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.5% | +8.3% | +1.9% |
| 7D | +2.7% | -4.0% | +6.7% | +2.7% |
| 30D | -2.5% | -30.5% | +28.0% | -2.4% |
| 3M | +7.0% | -46.9% | +53.9% | +7.0% |
| 6M | +14.2% | -65.5% | +79.7% | +14.3% |
| YTD | +43.9% | -13.4% | +57.3% | +43.8% |
| 1Y | +47.9% | +9.8% | +38.1% | +47.7% |
| 3Y | +80.6% | +783.1% | -702.5% | +79.6% |
| 5Y | +212.8% | +378.3% | -165.5% | +211.1% |
| 10Y | +202.6% | +1,942.8% | -1,740.3% | +200.5% |
| All | +216.2% | +3,289.7% | -3,073.5% | +212.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling