+54.6%
XOP vs AA
+58.8%
-4.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +0.7% |
| 7D | +1.0% | -0.6% | +1.6% | +1.0% |
| 30D | +10.8% | -1.6% | +12.4% | +10.9% |
| 3M | +19.5% | -29.8% | +49.3% | +21.5% |
| 6M | +21.6% | -16.6% | +38.2% | +22.3% |
| YTD | +55.8% | -4.0% | +59.9% | +53.4% |
| 1Y | +54.6% | +63.5% | -8.9% | +48.3% |
| All | +54.6% | +58.8% | -4.2% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling