+55.0%
XOP vs AGI
+392.3%
-337.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +2.6% | -2.7% | +5.4% | +2.8% |
| 30D | +9.6% | +7.2% | +2.4% | +8.9% |
| 3M | +20.4% | +4.3% | +16.1% | +19.5% |
| 6M | +19.9% | -27.1% | +47.0% | +22.3% |
| YTD | +56.4% | -6.6% | +63.0% | +55.0% |
| 1Y | +52.4% | +9.5% | +42.9% | +48.3% |
| 3Y | +39.9% | +208.4% | -168.6% | +20.9% |
| 5Y | +163.7% | +401.6% | -237.9% | +116.0% |
| All | +55.0% | +392.3% | -337.3% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling