+54.8%
XOP vs AG
+73.4%
-18.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.8% |
| 7D | +1.6% | -5.8% | +7.4% | +2.3% |
| 30D | +9.6% | +6.4% | +3.2% | +8.5% |
| 3M | +16.9% | +28.4% | -11.4% | +12.6% |
| 6M | +24.0% | -24.5% | +48.5% | +26.2% |
| YTD | +56.2% | +21.2% | +35.0% | +47.2% |
| 1Y | +51.8% | +114.1% | -62.3% | +30.4% |
| 3Y | +37.0% | +268.0% | -231.1% | +3.6% |
| 5Y | +163.4% | +67.3% | +96.1% | +116.6% |
| All | +54.8% | +73.4% | -18.6% | +23.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling