+197.1%
XOM vs AR
+58.9%
+138.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +1.0% |
| 7D | -1.5% | +2.1% | -3.6% | -2.0% |
| 30D | -3.2% | +4.5% | -7.7% | -4.2% |
| 3M | +5.0% | +1.0% | +4.0% | +4.6% |
| 6M | +12.9% | +4.4% | +8.4% | +11.6% |
| YTD | +41.3% | +10.9% | +30.4% | +37.5% |
| 1Y | +43.2% | +8.6% | +34.7% | +39.8% |
| 3Y | +77.3% | +48.5% | +28.8% | +57.1% |
| 5Y | +204.8% | +95.7% | +109.0% | +148.9% |
| 10Y | +197.1% | +55.5% | +141.7% | +112.0% |
| All | +197.1% | +58.9% | +138.2% | +112.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling