+197.0%
XOM vs ALM
+7,705.7%
-7,508.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.7% |
| 7D | +1.8% | -2.6% | +4.4% | +1.8% |
| 30D | +5.9% | +32.0% | -26.2% | +5.8% |
| 3M | +5.6% | -15.0% | +20.6% | +5.6% |
| 6M | +7.9% | -10.1% | +18.0% | +7.8% |
| YTD | +35.2% | +99.4% | -64.3% | +34.9% |
| 1Y | +46.0% | +316.4% | -270.4% | +45.5% |
| 3Y | +55.0% | +2,022.0% | -1,967.0% | +54.0% |
| 5Y | +246.3% | +941.2% | -694.9% | +244.1% |
| 10Y | +181.0% | +2,950.3% | -2,769.4% | +178.8% |
| All | +197.0% | +7,705.7% | -7,508.7% | +192.8% |
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