+35.2%
XOP vs ALM
+2,118.4%
-2,083.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | +2.6% | -2.6% | +5.2% | +2.6% |
| 30D | +15.4% | +32.0% | -16.6% | +15.1% |
| 3M | +12.1% | -15.0% | +27.1% | +12.4% |
| 6M | +19.7% | -10.1% | +29.8% | +19.7% |
| YTD | +52.4% | +99.4% | -47.0% | +49.0% |
| 1Y | +47.6% | +316.4% | -268.8% | +41.2% |
| All | +35.2% | +2,118.4% | -2,083.3% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling