+707.3%
AEP vs XOP
+82.9%
+624.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | 0.0% |
| 7D | +1.8% | +2.6% | -0.8% | +1.4% |
| 30D | -0.8% | +15.4% | -16.3% | -3.0% |
| 3M | -1.8% | +12.1% | -13.9% | -3.7% |
| 6M | -5.4% | +19.7% | -25.0% | -8.3% |
| YTD | +10.4% | +52.4% | -41.9% | +3.0% |
| 1Y | +18.2% | +47.6% | -29.4% | +10.6% |
| 3Y | +79.0% | +34.4% | +44.6% | +67.9% |
| 5Y | +64.8% | +154.4% | -89.5% | +36.2% |
| 10Y | +170.8% | +54.7% | +116.2% | +122.6% |
| All | +707.3% | +82.9% | +624.3% | +417.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling