+54.4%
XOP vs AA
+134.3%
-79.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.3% |
| 7D | +1.0% | -0.6% | +1.6% | +1.2% |
| 30D | +10.8% | -1.6% | +12.4% | +11.0% |
| 3M | +19.5% | -29.8% | +49.3% | +34.5% |
| 6M | +21.6% | -16.6% | +38.2% | +24.8% |
| YTD | +55.8% | -4.0% | +59.9% | +48.8% |
| 1Y | +54.6% | +63.5% | -8.9% | +15.9% |
| 3Y | +36.6% | +86.8% | -50.1% | -12.8% |
| 5Y | +160.6% | +12.4% | +148.3% | +83.0% |
| All | +54.4% | +134.3% | -79.8% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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