+2,838.1%
XOM vs EME
+60,670.1%
-57,832.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +1.9% | +0.9% | +0.9% | +1.6% |
| 30D | +4.1% | -8.4% | +12.5% | +6.0% |
| 3M | +10.4% | -3.6% | +14.0% | +10.1% |
| 6M | +13.0% | +3.6% | +9.5% | +10.0% |
| YTD | +40.1% | +22.5% | +17.5% | +30.4% |
| 1Y | +51.1% | +18.2% | +32.9% | +40.5% |
| 3Y | +57.7% | +238.4% | -180.6% | +9.0% |
| 5Y | +264.7% | +550.5% | -285.8% | +111.1% |
| 10Y | +193.1% | +1,295.3% | -1,102.2% | +39.4% |
| All | +2,838.1% | +60,670.1% | -57,832.0% | +938.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling