+40.2%
XOP vs AS
+142.2%
-102.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | 0.0% |
| 7D | -10.0% | +5.8% | -15.9% | -10.4% |
| 30D | -9.1% | +15.4% | -24.4% | -10.1% |
| 3M | +5.1% | -11.9% | +17.0% | +6.2% |
| 6M | +6.4% | -9.9% | +16.3% | +7.1% |
| YTD | +39.7% | -13.1% | +52.8% | +40.6% |
| 1Y | +37.2% | +9.9% | +27.4% | +31.9% |
| All | +40.2% | +142.2% | -102.1% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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