+78.1%
XOM vs AS
+131.9%
-53.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.3% |
| 7D | -1.5% | -3.0% | +1.5% | -1.5% |
| 30D | -3.2% | +9.6% | -12.7% | -3.1% |
| 3M | +5.0% | -8.2% | +13.2% | +5.1% |
| 6M | +12.9% | -9.9% | +22.8% | +13.0% |
| YTD | +41.3% | -16.8% | +58.1% | +41.7% |
| 1Y | +43.2% | +3.0% | +40.2% | +41.5% |
| All | +78.1% | +131.9% | -53.9% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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