+191.6%
XOM vs AR
+44.6%
+147.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.9% | -1.3% | +3.2% | +2.2% |
| 30D | +4.1% | +3.5% | +0.5% | +3.2% |
| 3M | +10.4% | +9.9% | +0.5% | +8.0% |
| 6M | +13.0% | +4.5% | +8.5% | +11.8% |
| YTD | +40.1% | +13.7% | +26.4% | +35.7% |
| 1Y | +51.1% | +19.2% | +31.9% | +44.3% |
| 3Y | +57.7% | +46.2% | +11.6% | +40.1% |
| 5Y | +264.7% | +145.9% | +118.8% | +184.3% |
| All | +191.6% | +44.6% | +147.0% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling