-1.3%
XOP vs ALM
+7,705.7%
-7,707.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.4% |
| 3M | +12.1% | -15.0% | +27.1% | +12.1% |
| 6M | +19.7% | -10.1% | +29.8% | +19.7% |
| YTD | +52.4% | +99.4% | -47.0% | +52.1% |
| 1Y | +47.6% | +316.4% | -268.8% | +47.1% |
| 3Y | +34.4% | +2,022.0% | -1,987.6% | +33.5% |
| 5Y | +154.4% | +941.2% | -786.8% | +152.8% |
| 10Y | +54.7% | +2,950.3% | -2,895.7% | +53.7% |
| All | -1.3% | +7,705.7% | -7,707.0% | -2.1% |
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