+55.0%
XOP vs AJG
+473.1%
-418.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.7% |
| 7D | +2.6% | -8.3% | +10.9% | +7.0% |
| 30D | +9.6% | -5.7% | +15.3% | +12.4% |
| 3M | +20.4% | +9.1% | +11.3% | +13.5% |
| 6M | +19.9% | +15.2% | +4.7% | +9.0% |
| YTD | +56.4% | -6.3% | +62.7% | +57.9% |
| 1Y | +52.4% | -19.1% | +71.6% | +66.5% |
| 3Y | +39.9% | +8.2% | +31.7% | +21.7% |
| 5Y | +163.7% | +75.6% | +88.1% | +58.1% |
| All | +55.0% | +473.1% | -418.1% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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