+58.8%
XOP vs AG
+445.6%
-386.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.5% |
| 7D | +2.6% | +1.0% | +1.6% | +2.3% |
| 30D | +15.4% | +19.2% | -3.7% | +11.4% |
| 3M | +12.1% | +6.2% | +5.9% | +9.3% |
| 6M | +19.7% | -26.7% | +46.4% | +22.9% |
| YTD | +52.4% | +26.1% | +26.3% | +38.8% |
| 1Y | +47.6% | +131.7% | -84.1% | +17.3% |
| 3Y | +34.4% | +255.3% | -221.0% | -8.3% |
| 5Y | +154.4% | +61.9% | +92.4% | +94.1% |
| 10Y | +54.7% | +72.0% | -17.3% | -2.2% |
| All | +58.8% | +445.6% | -386.8% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling