+153.3%
XOP vs AEM
+306.3%
-153.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.1% |
| 7D | +2.6% | -2.1% | +4.8% | +2.9% |
| 30D | +9.6% | +8.4% | +1.2% | +8.2% |
| 3M | +20.4% | +27.3% | -6.9% | +16.1% |
| 6M | +19.9% | -9.7% | +29.6% | +21.2% |
| YTD | +56.4% | +19.0% | +37.4% | +48.7% |
| 1Y | +52.4% | +31.5% | +21.0% | +41.0% |
| 3Y | +39.9% | +338.7% | -298.8% | -8.0% |
| All | +153.3% | +306.3% | -153.0% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling