+54.6%
XOP vs ALM
+312.4%
-257.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.5% |
| 7D | +1.0% | +3.6% | -2.7% | +1.0% |
| 30D | +10.8% | +33.8% | -23.0% | +11.3% |
| 3M | +19.5% | +14.8% | +4.7% | +20.0% |
| 6M | +21.6% | -7.0% | +28.5% | +22.7% |
| YTD | +55.8% | +108.1% | -52.2% | +53.5% |
| 1Y | +54.6% | +313.8% | -259.1% | +49.6% |
| All | +54.6% | +312.4% | -257.7% | +49.6% |
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