+254.6%
XOP vs ABCL
-81.2%
+335.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +0.6% | +1.4% | -0.8% | +0.5% |
| 30D | +16.5% | +65.1% | -48.5% | +11.6% |
| 3M | +15.7% | +111.1% | -95.4% | +8.2% |
| 6M | +19.2% | +231.6% | -212.4% | +6.5% |
| YTD | +55.0% | +234.5% | -179.5% | +37.4% |
| 1Y | +54.2% | +174.3% | -120.2% | +38.4% |
| 3Y | +35.9% | +111.5% | -75.6% | +19.7% |
| 5Y | +162.4% | -37.3% | +199.7% | +143.6% |
| All | +254.6% | -81.2% | +335.8% | +257.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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