+47.6%
XOP vs AG
+125.2%
-77.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.9% |
| 7D | +2.6% | +1.0% | +1.6% | +2.6% |
| 30D | +15.4% | +19.2% | -3.7% | +15.9% |
| 3M | +12.1% | +6.2% | +5.9% | +12.7% |
| 6M | +19.7% | -26.7% | +46.4% | +22.1% |
| YTD | +52.4% | +26.1% | +26.3% | +50.5% |
| 1Y | +47.6% | +131.7% | -84.1% | +46.5% |
| All | +47.6% | +125.2% | -77.6% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling