+54.8%
XOP vs ALM
+2,776.7%
-2,721.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.8% | +0.5% |
| 7D | +1.6% | -7.1% | +8.8% | +1.8% |
| 30D | +9.6% | +24.7% | -15.1% | +8.9% |
| 3M | +16.9% | +8.3% | +8.6% | +16.4% |
| 6M | +24.0% | -22.2% | +46.2% | +24.1% |
| YTD | +56.2% | +88.1% | -31.9% | +51.8% |
| 1Y | +51.8% | +272.4% | -220.6% | +43.9% |
| 3Y | +37.0% | +2,004.1% | -1,967.2% | +20.1% |
| 5Y | +163.4% | +915.8% | -752.4% | +134.5% |
| All | +54.8% | +2,776.7% | -2,721.9% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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