+192.9%
XOM vs AU
+699.0%
-506.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | +4.1% | -4.3% | +8.4% | +4.3% |
| 30D | +4.6% | +7.3% | -2.7% | +4.2% |
| 3M | +14.0% | +26.3% | -12.4% | +12.6% |
| 6M | +11.0% | +1.8% | +9.2% | +10.3% |
| YTD | +40.7% | +26.8% | +13.9% | +37.7% |
| 1Y | +52.3% | +66.7% | -14.4% | +46.2% |
| 3Y | +60.5% | +579.1% | -518.6% | +38.0% |
| 5Y | +266.4% | +689.3% | -422.9% | +210.5% |
| All | +192.9% | +699.0% | -506.1% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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