+39.9%
XOP vs AS
+134.9%
-95.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -14.7% | +6.9% | -21.6% | -15.2% |
| 30D | -7.7% | +16.0% | -23.7% | -8.8% |
| 3M | +4.4% | -12.8% | +17.3% | +5.6% |
| 6M | +3.5% | -15.4% | +18.9% | +4.8% |
| YTD | +39.4% | -15.7% | +55.2% | +40.6% |
| 1Y | +39.8% | +6.1% | +33.7% | +34.8% |
| All | +39.9% | +134.9% | -95.0% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling