+55.0%
XOP vs AU
+699.0%
-644.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +2.6% | -4.3% | +6.9% | +2.9% |
| 30D | +9.6% | +7.3% | +2.3% | +9.0% |
| 3M | +20.4% | +26.3% | -6.0% | +18.3% |
| 6M | +19.9% | +1.8% | +18.1% | +18.9% |
| YTD | +56.4% | +26.8% | +29.6% | +51.7% |
| 1Y | +52.4% | +66.7% | -14.2% | +44.0% |
| 3Y | +39.9% | +579.1% | -539.2% | +14.9% |
| 5Y | +163.7% | +689.3% | -525.6% | +113.2% |
| All | +55.0% | +699.0% | -644.0% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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