+85.6%
XOP vs AGI
+446.7%
-361.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.9% |
| 7D | +0.6% | +4.4% | -3.8% | 0.0% |
| 30D | +16.5% | +10.0% | +6.6% | +14.7% |
| 3M | +15.7% | +1.7% | +14.0% | +14.5% |
| 6M | +19.2% | -26.8% | +46.0% | +22.7% |
| YTD | +55.0% | -5.3% | +60.3% | +52.5% |
| 1Y | +54.2% | +11.5% | +42.7% | +47.2% |
| 3Y | +35.9% | +212.9% | -177.1% | +8.2% |
| 5Y | +162.4% | +388.8% | -226.4% | +92.0% |
| 10Y | +50.2% | +383.6% | -333.4% | -1.0% |
| All | +85.6% | +446.7% | -361.1% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling