+55.0%
XOP vs AFL
+303.3%
-248.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.4% |
| 7D | +2.6% | -1.6% | +4.3% | +3.8% |
| 30D | +9.6% | -4.0% | +13.6% | +12.7% |
| 3M | +20.4% | -0.5% | +20.9% | +20.1% |
| 6M | +19.9% | +6.5% | +13.4% | +13.2% |
| YTD | +56.4% | +6.2% | +50.2% | +47.2% |
| 1Y | +52.4% | +8.3% | +44.2% | +41.0% |
| 3Y | +39.9% | +62.5% | -22.7% | -9.0% |
| 5Y | +163.7% | +136.2% | +27.6% | +25.0% |
| All | +55.0% | +303.3% | -248.2% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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