+37.6%
XOP vs AA
+67.3%
-29.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.5% | -0.9% |
| 7D | -10.0% | +4.8% | -14.8% | -10.9% |
| 30D | -9.1% | -0.6% | -8.4% | -9.1% |
| 3M | +5.1% | -16.3% | +21.3% | +8.4% |
| 6M | +6.4% | -33.4% | +39.8% | +13.7% |
| YTD | +39.7% | -20.7% | +60.4% | +40.3% |
| 1Y | +37.2% | +12.9% | +24.3% | +24.3% |
| 3Y | +37.6% | +75.7% | -38.1% | +2.4% |
| All | +37.6% | +67.3% | -29.7% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling