-9.5%
XOP vs ALM
+3,798.4%
-3,807.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.1% | -7.8% | +0.2% |
| 7D | -10.0% | +0.7% | -10.8% | -10.0% |
| 30D | -9.1% | -26.1% | +17.0% | -9.0% |
| 3M | +5.1% | -38.1% | +43.2% | +5.1% |
| 6M | +6.4% | -55.4% | +61.8% | +6.5% |
| YTD | +39.7% | -0.4% | +40.1% | +39.6% |
| 1Y | +37.2% | +25.4% | +11.9% | +37.1% |
| 3Y | +37.6% | +907.8% | -870.1% | +36.9% |
| 5Y | +76.5% | +440.2% | -363.7% | +75.6% |
| 10Y | +42.6% | +2,031.1% | -1,988.5% | +41.9% |
| All | -9.5% | +3,798.4% | -3,807.9% | -10.2% |
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 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