+224.0%
XOM vs AUR
-36.7%
+260.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.7% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +4.1% | -8.9% | +13.0% | +4.2% |
| 3M | +10.4% | +4.6% | +5.8% | +10.1% |
| 6M | +13.0% | +44.9% | -31.8% | +11.5% |
| YTD | +40.1% | +64.8% | -24.8% | +37.6% |
| 1Y | +51.1% | +16.4% | +34.8% | +49.7% |
| 3Y | +57.7% | +85.1% | -27.4% | +51.5% |
| 5Y | +264.7% | -36.1% | +300.9% | +226.3% |
| All | +224.0% | -36.7% | +260.7% | +190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 all: compounded portfolio wealth divided by compounded AUR 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…
all analysis · Full analysis span regression · 6 months rolling