+35.2%
XOP vs ACM
-19.2%
+54.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | +2.6% | -3.7% | +6.3% | +3.4% |
| 30D | +15.4% | -11.1% | +26.6% | +18.2% |
| 3M | +12.1% | -8.0% | +20.0% | +13.4% |
| 6M | +19.7% | -29.7% | +49.3% | +31.5% |
| YTD | +52.4% | -29.4% | +81.8% | +65.7% |
| 1Y | +47.6% | -46.4% | +94.0% | +79.5% |
| All | +35.2% | -19.2% | +54.4% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling