+52.6%
XOM vs EME
-3.1%
+55.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.6% | +5.0% | -5.3% |
| 7D | -7.0% | -5.8% | -1.2% | -7.3% |
| 30D | +3.2% | -17.9% | +21.1% | +1.6% |
| 3M | +10.7% | -22.0% | +32.6% | +8.5% |
| 6M | +11.6% | -29.7% | +41.3% | +7.9% |
| YTD | +43.5% | +4.7% | +38.8% | +44.1% |
| 1Y | +52.6% | -2.1% | +54.7% | +52.7% |
| All | +52.6% | -3.1% | +55.7% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling