+50.6%
XOP vs AG
+284.3%
-233.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.8% | +2.8% |
| 7D | +0.5% | -4.0% | +4.5% | +1.1% |
| 30D | -7.3% | -13.1% | +5.8% | -5.5% |
| 3M | +1.4% | -22.0% | +23.4% | +4.8% |
| 6M | +7.8% | -37.3% | +45.0% | +14.1% |
| YTD | +44.5% | -11.2% | +55.7% | +39.0% |
| 1Y | +37.0% | +23.9% | +13.1% | +22.8% |
| 3Y | +40.8% | +225.1% | -184.4% | -3.0% |
| 5Y | +88.7% | +7.7% | +80.9% | +54.1% |
| 10Y | +49.9% | +86.9% | -37.0% | -8.5% |
| All | +50.6% | +284.3% | -233.7% | -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