+341.5%
XOP vs ACI
+25.9%
+315.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +2.6% | +0.2% | +2.4% | +2.5% |
| 30D | +15.4% | +5.9% | +9.5% | +14.4% |
| 3M | +12.1% | -19.8% | +31.8% | +15.2% |
| 6M | +19.7% | -24.7% | +44.4% | +24.3% |
| YTD | +52.4% | -24.4% | +76.8% | +57.9% |
| 1Y | +47.6% | -31.5% | +79.0% | +55.1% |
| 3Y | +34.4% | -38.7% | +73.0% | +43.0% |
| 5Y | +154.4% | -42.8% | +197.2% | +167.8% |
| All | +341.5% | +25.9% | +315.6% | +343.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling