+257.2%
XOM vs EME
+575.5%
-318.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.9% | +0.1% |
| 7D | +4.1% | +3.5% | +0.6% | +3.7% |
| 30D | +4.6% | -6.3% | +10.9% | +5.2% |
| 3M | +14.0% | -3.8% | +17.7% | +14.0% |
| 6M | +11.0% | +8.5% | +2.5% | +8.8% |
| YTD | +40.7% | +27.8% | +12.9% | +34.3% |
| 1Y | +52.3% | +22.2% | +30.1% | +45.4% |
| 3Y | +60.5% | +253.5% | -193.0% | +15.6% |
| All | +257.2% | +575.5% | -318.3% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling