+37.6%
XOP vs ALM
+907.8%
-870.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.1% | -7.8% | +0.1% |
| 7D | -10.0% | +0.7% | -10.8% | -10.0% |
| 30D | -9.1% | -26.1% | +17.0% | -8.9% |
| 3M | +5.1% | -38.1% | +43.2% | +5.4% |
| 6M | +6.4% | -55.4% | +61.8% | +7.2% |
| YTD | +39.7% | -0.4% | +40.1% | +37.3% |
| 1Y | +37.2% | +25.4% | +11.9% | +33.9% |
| 3Y | +37.6% | +907.8% | -870.1% | +27.9% |
| All | +37.6% | +907.8% | -870.1% | +27.9% |
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