+54.6%
XOP vs ACI
-35.6%
+90.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.8% |
| 7D | +1.0% | -5.0% | +6.0% | +1.4% |
| 30D | +10.8% | -2.3% | +13.2% | +11.0% |
| 3M | +19.5% | -23.2% | +42.6% | +22.3% |
| 6M | +21.6% | -29.5% | +51.1% | +26.2% |
| YTD | +55.8% | -28.6% | +84.4% | +61.1% |
| 1Y | +54.6% | -34.0% | +88.7% | +61.3% |
| All | +54.6% | -35.6% | +90.3% | +61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling