+64.6%
XOP vs ALC
+31.8%
+32.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.6% |
| 7D | -14.7% | +4.9% | -19.6% | -16.5% |
| 30D | -7.7% | +19.0% | -26.6% | -14.1% |
| 3M | +4.4% | +7.8% | -3.3% | +0.8% |
| 6M | +3.5% | +14.6% | -11.0% | -3.1% |
| YTD | +39.4% | -4.4% | +43.9% | +39.0% |
| 1Y | +39.8% | +1.4% | +38.4% | +35.5% |
| 3Y | +29.7% | +2.5% | +27.1% | +20.4% |
| 5Y | +78.6% | -10.9% | +89.5% | +74.4% |
| All | +64.6% | +31.8% | +32.8% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling