+85.6%
XOP vs AU
+218.4%
-132.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | +16.5% | +12.8% | +3.8% | +13.4% |
| 3M | +15.7% | +28.5% | -12.7% | +8.8% |
| 6M | +19.2% | +4.8% | +14.4% | +14.6% |
| YTD | +55.0% | +31.0% | +24.0% | +40.5% |
| 1Y | +54.2% | +81.4% | -27.2% | +29.0% |
| 3Y | +35.9% | +618.4% | -582.6% | -20.7% |
| 5Y | +162.4% | +686.3% | -523.9% | +44.5% |
| 10Y | +50.2% | +664.5% | -614.4% | -31.2% |
| All | +85.6% | +218.4% | -132.9% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling