+264.7%
XOM vs AME
+82.6%
+182.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +1.9% | 0.0% | +1.8% | +1.8% |
| 30D | +4.1% | -8.6% | +12.7% | +5.8% |
| 3M | +10.4% | +5.8% | +4.6% | +8.7% |
| 6M | +13.0% | +3.8% | +9.2% | +11.3% |
| YTD | +40.1% | +14.4% | +25.6% | +34.0% |
| 1Y | +51.1% | +25.8% | +25.4% | +40.3% |
| 3Y | +57.7% | +55.2% | +2.5% | +34.5% |
| 5Y | +264.7% | +85.5% | +179.2% | +179.3% |
| All | +264.7% | +82.6% | +182.1% | +179.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling