+82.5%
XOP vs AEM
+795.4%
-712.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.6% |
| 7D | +2.6% | -0.5% | +3.1% | +2.6% |
| 30D | +15.4% | +24.0% | -8.6% | +9.3% |
| 3M | +12.1% | +16.1% | -4.0% | +7.0% |
| 6M | +19.7% | -11.6% | +31.3% | +20.4% |
| YTD | +52.4% | +21.5% | +30.8% | +40.8% |
| 1Y | +47.6% | +39.2% | +8.4% | +30.9% |
| 3Y | +34.4% | +347.4% | -313.1% | -13.7% |
| 5Y | +154.4% | +290.1% | -135.8% | +65.1% |
| 10Y | +54.7% | +357.8% | -303.1% | -13.0% |
| All | +82.5% | +795.4% | -712.9% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling