+39.7%
XOP vs AEM
+331.1%
-291.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.3% |
| 7D | +1.6% | -5.0% | +6.7% | +1.7% |
| 30D | +9.6% | +8.5% | +1.1% | +9.3% |
| 3M | +16.9% | +29.3% | -12.3% | +16.2% |
| 6M | +24.0% | -12.9% | +37.0% | +26.1% |
| YTD | +56.2% | +16.8% | +39.4% | +52.9% |
| 1Y | +51.8% | +29.8% | +22.0% | +46.1% |
| All | +39.7% | +331.1% | -291.4% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling