+170.8%
AEP vs XOP
+58.4%
+112.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -1.0% | +1.6% | -2.6% | -1.1% |
| 30D | -0.1% | +9.6% | -9.7% | -0.6% |
| 3M | -3.2% | +16.9% | -20.1% | -4.1% |
| 6M | -5.3% | +24.0% | -29.3% | -6.6% |
| YTD | +9.5% | +56.2% | -46.7% | +6.5% |
| 1Y | +17.5% | +51.8% | -34.3% | +14.3% |
| 3Y | +77.0% | +37.0% | +40.0% | +72.4% |
| 5Y | +66.4% | +163.4% | -97.0% | +56.0% |
| All | +170.8% | +58.4% | +112.4% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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