+55.0%
XOP vs AWK
+132.0%
-77.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.3% |
| 7D | +2.6% | -2.1% | +4.8% | +2.9% |
| 30D | +9.6% | +2.1% | +7.5% | +9.3% |
| 3M | +20.4% | +11.4% | +9.0% | +18.5% |
| 6M | +19.9% | +3.9% | +16.0% | +19.0% |
| YTD | +56.4% | +7.7% | +48.7% | +54.3% |
| 1Y | +52.4% | +1.3% | +51.1% | +51.6% |
| 3Y | +39.9% | +7.2% | +32.7% | +36.0% |
| 5Y | +163.7% | -17.0% | +180.7% | +166.5% |
| All | +55.0% | +132.0% | -77.0% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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