+65.1%
AEP vs XOP
+165.6%
-100.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +0.9% | +1.0% | -0.1% | +0.8% |
| 30D | +1.5% | +10.8% | -9.4% | +0.7% |
| 3M | -1.7% | +19.5% | -21.1% | -3.1% |
| 6M | -4.0% | +21.6% | -25.6% | -5.7% |
| YTD | +10.6% | +55.8% | -45.2% | +6.3% |
| 1Y | +18.6% | +54.6% | -36.0% | +14.0% |
| 3Y | +78.7% | +36.6% | +42.1% | +72.4% |
| 5Y | +65.1% | +160.6% | -95.6% | +54.8% |
| All | +65.1% | +165.6% | -100.5% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling