+4,565.7%
XOM vs AME
+19,084.3%
-14,518.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.3% |
| 7D | +2.8% | +5.9% | -3.0% | +1.1% |
| 30D | -3.6% | -1.9% | -1.7% | -3.3% |
| 3M | +8.2% | -5.4% | +13.6% | +9.6% |
| 6M | +14.0% | +4.9% | +9.1% | +11.4% |
| YTD | +44.6% | +18.5% | +26.1% | +35.3% |
| 1Y | +47.8% | +25.5% | +22.3% | +35.7% |
| 3Y | +79.6% | +63.0% | +16.5% | +50.0% |
| 5Y | +214.3% | +78.3% | +136.0% | +152.9% |
| 10Y | +204.0% | +447.1% | -243.1% | +79.2% |
| All | +4,565.7% | +19,084.3% | -14,518.7% | +1,637.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling