+86.6%
XOP vs ACI
-39.7%
+126.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | -8.4% | -0.6% | -7.8% | -8.3% |
| 30D | -8.4% | +9.5% | -17.9% | -9.8% |
| 3M | +0.2% | +10.1% | -9.9% | -1.7% |
| 6M | +7.2% | -15.4% | +22.6% | +9.4% |
| YTD | +40.8% | -19.5% | +60.4% | +44.7% |
| 1Y | +36.3% | -21.0% | +57.3% | +40.5% |
| 3Y | +37.2% | -31.2% | +68.4% | +44.0% |
| 5Y | +86.6% | -40.6% | +127.2% | +95.3% |
| All | +86.6% | -39.7% | +126.3% | +95.3% |
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 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