-8.8%
XOP vs ALM
+3,516.3%
-3,525.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.2% | +8.0% | +0.8% |
| 7D | -8.4% | -6.3% | -2.0% | -8.3% |
| 30D | -8.4% | -31.4% | +23.1% | -8.3% |
| 3M | +0.2% | -40.6% | +40.7% | +0.2% |
| 6M | +7.2% | -58.6% | +65.9% | +7.3% |
| YTD | +40.8% | -7.6% | +48.4% | +40.7% |
| 1Y | +36.3% | +13.8% | +22.4% | +36.1% |
| 3Y | +37.2% | +842.1% | -804.9% | +36.4% |
| 5Y | +86.6% | +407.4% | -320.8% | +85.7% |
| 10Y | +44.0% | +2,079.4% | -2,035.3% | +43.3% |
| All | -8.8% | +3,516.3% | -3,525.1% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling