+60.5%
XOM vs AME
+59.6%
+0.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.3% |
| 7D | +4.1% | +1.7% | +2.3% | +4.0% |
| 30D | +4.6% | -6.4% | +11.0% | +5.0% |
| 3M | +14.0% | +7.1% | +6.9% | +13.3% |
| 6M | +11.0% | +8.2% | +2.8% | +10.0% |
| YTD | +40.7% | +18.2% | +22.5% | +37.1% |
| 1Y | +52.3% | +26.7% | +25.6% | +46.3% |
| 3Y | +60.5% | +60.7% | -0.2% | +47.9% |
| All | +60.5% | +59.6% | +0.8% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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