+160.6%
XOP vs AME
+83.9%
+76.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +1.0% | +1.3% | -0.4% | +0.4% |
| 30D | +10.8% | -6.6% | +17.4% | +13.8% |
| 3M | +19.5% | +3.0% | +16.5% | +17.1% |
| 6M | +21.6% | +5.3% | +16.3% | +16.7% |
| YTD | +55.8% | +15.4% | +40.4% | +41.7% |
| 1Y | +54.6% | +26.8% | +27.8% | +32.8% |
| 3Y | +36.6% | +56.5% | -19.9% | +1.6% |
| 5Y | +160.6% | +85.2% | +75.4% | +72.2% |
| All | +160.6% | +83.9% | +76.8% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling