+35.9%
XOP vs AA
+89.1%
-53.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.9% | +1.0% |
| 7D | +0.6% | +1.7% | -1.0% | +0.3% |
| 30D | +16.5% | +3.3% | +13.2% | +15.6% |
| 3M | +15.7% | -29.4% | +45.1% | +23.3% |
| 6M | +19.2% | -12.8% | +32.0% | +19.8% |
| YTD | +55.0% | -2.1% | +57.1% | +50.0% |
| 1Y | +54.2% | +62.8% | -8.6% | +29.1% |
| 3Y | +35.9% | +90.5% | -54.6% | +4.0% |
| All | +35.9% | +89.1% | -53.3% | +4.0% |
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