+192.9%
XOM vs APD
+166.7%
+26.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.8% |
| 7D | +4.1% | -3.3% | +7.4% | +5.5% |
| 30D | +4.6% | -4.2% | +8.7% | +6.3% |
| 3M | +14.0% | +5.4% | +8.5% | +11.1% |
| 6M | +11.0% | +6.3% | +4.7% | +7.5% |
| YTD | +40.7% | +20.3% | +20.4% | +29.3% |
| 1Y | +52.3% | +1.6% | +50.7% | +49.3% |
| 3Y | +60.5% | +4.0% | +56.5% | +51.0% |
| 5Y | +266.4% | +23.3% | +243.1% | +206.9% |
| All | +192.9% | +166.7% | +26.3% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling