+32.8%
XOP vs ACM
+233.3%
-200.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -14.7% | +5.4% | -20.1% | -17.6% |
| 30D | -7.7% | +15.1% | -22.8% | -15.5% |
| 3M | +4.4% | -10.5% | +14.9% | +9.0% |
| 6M | +3.5% | -19.7% | +23.2% | +13.4% |
| YTD | +39.4% | -28.8% | +68.2% | +60.9% |
| 1Y | +39.8% | -47.9% | +87.7% | +94.0% |
| 3Y | +29.7% | -12.4% | +42.0% | +27.0% |
| 5Y | +78.6% | +0.6% | +78.0% | +59.1% |
| 10Y | +51.8% | +161.3% | -109.4% | -24.9% |
| All | +32.8% | +233.3% | -200.5% | -50.3% |
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