+82.5%
XOP vs AME
+1,890.7%
-1,808.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -2.1% |
| 7D | +2.6% | +0.6% | +1.9% | +2.0% |
| 30D | +15.4% | -6.7% | +22.1% | +21.8% |
| 3M | +12.1% | +4.1% | +8.0% | +6.7% |
| 6M | +19.7% | +1.6% | +18.1% | +13.6% |
| YTD | +52.4% | +16.1% | +36.3% | +28.5% |
| 1Y | +47.6% | +27.3% | +20.2% | +13.7% |
| 3Y | +34.4% | +50.9% | -16.5% | -13.8% |
| 5Y | +154.4% | +81.4% | +73.0% | +34.8% |
| 10Y | +54.7% | +417.0% | -362.3% | -66.6% |
| All | +82.5% | +1,890.7% | -1,808.1% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling