+76.5%
XOP vs AA
-9.6%
+86.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.5% | -1.3% |
| 7D | -10.0% | +4.8% | -14.8% | -11.2% |
| 30D | -9.1% | -0.6% | -8.4% | -9.2% |
| 3M | +5.1% | -16.3% | +21.3% | +9.4% |
| 6M | +6.4% | -33.4% | +39.8% | +16.1% |
| YTD | +39.7% | -20.7% | +60.4% | +41.5% |
| 1Y | +37.2% | +12.9% | +24.3% | +23.6% |
| 3Y | +37.6% | +75.7% | -38.1% | -0.3% |
| 5Y | +76.5% | -6.8% | +83.3% | +43.8% |
| All | +76.5% | -9.6% | +86.1% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling