+56.2%
XOP vs ACM
+124.8%
-68.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +2.4% |
| 7D | +1.0% | -3.7% | +4.6% | +3.2% |
| 30D | +10.8% | -12.7% | +23.5% | +18.9% |
| 3M | +19.5% | -9.8% | +29.3% | +24.0% |
| 6M | +21.6% | -31.4% | +53.0% | +48.5% |
| YTD | +55.8% | -32.1% | +87.9% | +88.4% |
| 1Y | +54.6% | -47.8% | +102.5% | +121.3% |
| 3Y | +36.6% | -22.1% | +58.7% | +42.4% |
| 5Y | +160.6% | +1.8% | +158.9% | +119.5% |
| 10Y | +56.2% | +132.5% | -76.3% | -20.2% |
| All | +56.2% | +124.8% | -68.5% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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