+162.4%
XOP vs AG
+65.4%
+97.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +0.6% | +4.5% | -3.9% | +0.1% |
| 30D | +16.5% | +12.9% | +3.7% | +14.8% |
| 3M | +15.7% | +20.9% | -5.2% | +12.5% |
| 6M | +19.2% | -19.5% | +38.7% | +20.7% |
| YTD | +55.0% | +24.8% | +30.2% | +45.1% |
| 1Y | +54.2% | +120.2% | -66.1% | +30.0% |
| 3Y | +35.9% | +279.0% | -243.1% | -2.2% |
| 5Y | +162.4% | +67.9% | +94.5% | +130.7% |
| All | +162.4% | +65.4% | +97.0% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling