+351.5%
XOP vs ACI
+18.9%
+332.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.9% |
| 7D | +1.0% | -5.0% | +6.0% | +1.7% |
| 30D | +10.8% | -2.3% | +13.2% | +11.2% |
| 3M | +19.5% | -23.2% | +42.6% | +23.6% |
| 6M | +21.6% | -29.5% | +51.1% | +27.5% |
| YTD | +55.8% | -28.6% | +84.4% | +62.8% |
| 1Y | +54.6% | -34.0% | +88.7% | +63.4% |
| 3Y | +36.6% | -45.0% | +81.6% | +48.0% |
| 5Y | +160.6% | -44.0% | +204.7% | +175.4% |
| All | +351.5% | +18.9% | +332.6% | +357.5% |
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