+50.3%
XOP vs AME
+442.0%
-391.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.2% |
| 7D | +5.2% | +8.1% | -2.9% | -0.9% |
| 30D | -8.4% | -3.8% | -4.6% | -6.2% |
| 3M | +2.9% | -6.6% | +9.6% | +7.2% |
| 6M | +8.8% | +4.6% | +4.3% | +2.4% |
| YTD | +46.9% | +17.9% | +29.0% | +22.3% |
| 1Y | +41.5% | +23.2% | +18.3% | +13.2% |
| 3Y | +43.1% | +62.9% | -19.8% | -13.9% |
| 5Y | +92.2% | +77.5% | +14.7% | +3.7% |
| All | +50.3% | +442.0% | -391.8% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling