+34.1%
XOP vs ACM
+252.7%
-218.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | -8.4% | +6.6% | -15.0% | -12.0% |
| 30D | -8.4% | +19.8% | -28.1% | -18.1% |
| 3M | +0.2% | -3.1% | +3.3% | -0.2% |
| 6M | +7.2% | -11.5% | +18.7% | +10.7% |
| YTD | +40.8% | -24.7% | +65.5% | +57.0% |
| 1Y | +36.3% | -45.1% | +81.3% | +83.2% |
| 3Y | +37.2% | -8.9% | +46.1% | +31.3% |
| 5Y | +86.6% | +5.4% | +81.2% | +61.5% |
| 10Y | +44.0% | +131.1% | -87.0% | -23.3% |
| All | +34.1% | +252.7% | -218.6% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling