+45.3%
XOP vs AEM
+17.3%
+28.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +9.7% | -16.1% | -5.2% |
| 7D | -10.5% | +0.2% | -10.7% | -10.1% |
| 30D | -4.3% | +0.1% | -4.4% | -3.8% |
| 3M | +4.7% | +22.1% | -17.4% | +8.0% |
| 6M | -0.1% | +2.4% | -2.5% | +1.8% |
| YTD | +43.8% | +8.9% | +34.9% | +41.2% |
| 1Y | +45.3% | +18.7% | +26.6% | +38.8% |
| All | +45.3% | +17.3% | +28.0% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling