+39.7%
XOP vs AU
+574.0%
-534.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.3% |
| 7D | +1.6% | -7.0% | +8.6% | +1.7% |
| 30D | +9.6% | +7.3% | +2.3% | +9.5% |
| 3M | +16.9% | +33.2% | -16.3% | +16.4% |
| 6M | +24.0% | -0.6% | +24.7% | +24.5% |
| YTD | +56.2% | +26.2% | +30.0% | +53.0% |
| 1Y | +51.8% | +68.3% | -16.5% | +44.3% |
| All | +39.7% | +574.0% | -534.3% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling