+54.2%
XOP vs ALC
-12.7%
+66.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.6% | +1.7% |
| 7D | +0.6% | -3.7% | +4.3% | +0.7% |
| 30D | +16.5% | -3.7% | +20.3% | +16.6% |
| 3M | +15.7% | +4.6% | +11.2% | +15.6% |
| 6M | +19.2% | -14.6% | +33.8% | +20.2% |
| YTD | +55.0% | -11.9% | +66.8% | +54.8% |
| 1Y | +54.2% | -13.1% | +67.3% | +52.0% |
| All | +54.2% | -12.7% | +66.9% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling