+35.9%
XOP vs AME
+55.3%
-19.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.6% | +2.8% | -2.2% | -0.1% |
| 30D | +16.5% | -6.3% | +22.8% | +18.3% |
| 3M | +15.7% | +5.4% | +10.3% | +13.4% |
| 6M | +19.2% | +7.4% | +11.8% | +15.1% |
| YTD | +55.0% | +16.2% | +38.8% | +43.9% |
| 1Y | +54.2% | +26.8% | +27.4% | +36.8% |
| 3Y | +35.9% | +57.5% | -21.6% | +11.0% |
| All | +35.9% | +55.3% | -19.4% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling