+318.7%
XOP vs ACI
+32.1%
+286.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.8% |
| 7D | +0.5% | -5.3% | +5.8% | +1.3% |
| 30D | -7.3% | +5.0% | -12.3% | -8.1% |
| 3M | +1.4% | +7.5% | -6.1% | 0.0% |
| 6M | +7.8% | -16.0% | +23.8% | +9.8% |
| YTD | +44.5% | -20.6% | +65.2% | +48.3% |
| 1Y | +37.0% | -23.5% | +60.6% | +41.5% |
| 3Y | +40.8% | -32.1% | +72.9% | +47.1% |
| 5Y | +88.7% | -42.5% | +131.2% | +98.3% |
| All | +318.7% | +32.1% | +286.6% | +316.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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