+163.4%
XOP vs AGI
+389.6%
-226.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.6% |
| 7D | +1.6% | -5.3% | +6.9% | +2.2% |
| 30D | +9.6% | +6.8% | +2.8% | +8.6% |
| 3M | +16.9% | +8.3% | +8.6% | +15.1% |
| 6M | +24.0% | -29.2% | +53.3% | +29.0% |
| YTD | +56.2% | -7.3% | +63.5% | +53.5% |
| 1Y | +51.8% | +8.0% | +43.8% | +43.9% |
| 3Y | +37.0% | +206.6% | -169.6% | -2.4% |
| 5Y | +163.4% | +398.1% | -234.8% | +59.5% |
| All | +163.4% | +389.6% | -226.2% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling