+75.8%
XOP vs ABCL
-21.8%
+97.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.7% | -6.9% | -0.7% |
| 7D | -14.7% | -3.2% | -11.5% | -14.6% |
| 30D | -7.7% | -7.4% | -0.3% | -7.4% |
| 3M | +4.4% | +81.9% | -77.5% | -2.1% |
| 6M | +3.5% | +135.7% | -132.2% | -6.2% |
| YTD | +39.4% | +247.4% | -208.0% | +19.7% |
| 1Y | +39.8% | +162.3% | -122.5% | +23.6% |
| 3Y | +29.7% | +165.5% | -135.8% | +8.3% |
| All | +75.8% | -21.8% | +97.6% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling