+4,261.5%
XOM vs AME
+18,709.1%
-14,447.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.1% |
| 7D | +1.8% | +0.6% | +1.1% | +1.5% |
| 30D | +5.9% | -6.7% | +12.5% | +7.9% |
| 3M | +5.6% | +4.1% | +1.5% | +3.8% |
| 6M | +7.9% | +1.6% | +6.3% | +6.2% |
| YTD | +35.2% | +16.1% | +19.0% | +27.6% |
| 1Y | +46.0% | +27.3% | +18.7% | +33.5% |
| 3Y | +55.0% | +50.9% | +4.2% | +32.8% |
| 5Y | +246.3% | +81.4% | +164.9% | +177.8% |
| 10Y | +181.0% | +417.0% | -236.0% | +68.6% |
| All | +4,261.5% | +18,709.1% | -14,447.6% | +1,538.3% |
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 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