+17.5%
XOP vs ACWI
+356.8%
-339.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.6% | +0.5% | +2.1% | +1.8% |
| 30D | +15.4% | +0.9% | +14.6% | +13.9% |
| 3M | +12.1% | +2.4% | +9.7% | +7.3% |
| 6M | +19.7% | +12.4% | +7.3% | -1.3% |
| YTD | +52.4% | +15.2% | +37.2% | +21.2% |
| 1Y | +47.6% | +22.7% | +24.8% | +7.3% |
| 3Y | +34.4% | +75.8% | -41.4% | -41.2% |
| 5Y | +154.4% | +67.7% | +86.7% | +18.3% |
| 10Y | +54.7% | +229.0% | -174.3% | -69.5% |
| All | +17.5% | +356.8% | -339.4% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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