+54.8%
XOP vs AEM
+369.2%
-314.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.5% |
| 7D | +1.6% | -5.0% | +6.7% | +2.2% |
| 30D | +9.6% | +8.5% | +1.1% | +8.5% |
| 3M | +16.9% | +29.3% | -12.3% | +13.3% |
| 6M | +24.0% | -12.9% | +37.0% | +25.2% |
| YTD | +56.2% | +16.8% | +39.4% | +51.0% |
| 1Y | +51.8% | +29.8% | +22.0% | +44.0% |
| 3Y | +37.0% | +336.7% | -299.8% | +7.3% |
| 5Y | +163.4% | +299.9% | -136.6% | +106.3% |
| All | +54.8% | +369.2% | -314.4% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling