+77.6%
XOP vs AEM
+680.5%
-602.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +6.3% | -6.8% | +13.2% | +7.9% |
| 30D | -6.6% | +0.8% | -7.4% | -7.4% |
| 3M | +3.6% | -0.8% | +4.4% | +2.4% |
| 6M | +10.8% | -8.5% | +19.3% | +10.4% |
| YTD | +48.3% | +5.9% | +42.3% | +40.1% |
| 1Y | +42.9% | +6.6% | +36.3% | +34.6% |
| 3Y | +43.3% | +302.2% | -258.9% | -6.5% |
| 5Y | +94.0% | +250.8% | -156.8% | +28.0% |
| 10Y | +53.7% | +406.1% | -352.3% | -16.9% |
| All | +77.6% | +680.5% | -602.9% | -44.0% |
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 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