+41.6%
XOP vs ALM
+10.4%
+31.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +1.5% |
| 7D | +5.2% | -4.0% | +9.2% | +5.1% |
| 30D | -8.4% | -30.5% | +22.1% | -9.2% |
| 3M | +2.9% | -46.9% | +49.8% | +1.5% |
| 6M | +8.8% | -65.5% | +74.3% | +7.1% |
| YTD | +46.9% | -13.4% | +60.3% | +47.1% |
| All | +41.6% | +10.4% | +31.2% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling