+248.7%
XOP vs ABCL
-81.3%
+330.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | +2.6% | +0.7% | +1.9% | +2.5% |
| 30D | +15.4% | +93.1% | -77.6% | +9.2% |
| 3M | +12.1% | +79.4% | -67.4% | +6.1% |
| 6M | +19.7% | +214.9% | -195.2% | +7.4% |
| YTD | +52.4% | +234.2% | -181.8% | +35.1% |
| 1Y | +47.6% | +174.8% | -127.2% | +32.4% |
| 3Y | +34.4% | +104.5% | -70.1% | +18.7% |
| 5Y | +154.4% | -39.0% | +193.4% | +136.4% |
| All | +248.7% | -81.3% | +330.0% | +251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling