+162.4%
XOP vs ACI
-44.9%
+207.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +4.9% | +2.2% |
| 7D | +0.6% | -2.6% | +3.2% | +1.0% |
| 30D | +16.5% | +1.1% | +15.5% | +16.3% |
| 3M | +15.7% | -23.6% | +39.4% | +20.2% |
| 6M | +19.2% | -29.9% | +49.1% | +25.5% |
| YTD | +55.0% | -26.9% | +81.8% | +61.7% |
| 1Y | +54.2% | -34.2% | +88.4% | +63.7% |
| 3Y | +35.9% | -43.6% | +79.5% | +47.8% |
| 5Y | +162.4% | -42.4% | +204.8% | +183.0% |
| All | +162.4% | -44.9% | +207.3% | +183.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling