+742.2%
AEP vs XOP
+76.4%
+665.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.5% |
| 7D | +2.5% | +5.2% | -2.7% | +1.7% |
| 30D | +3.4% | -8.4% | +11.7% | +4.6% |
| 3M | +4.2% | +2.9% | +1.3% | +3.6% |
| 6M | -0.8% | +8.8% | -9.6% | -2.4% |
| YTD | +15.2% | +46.9% | -31.7% | +7.9% |
| 1Y | +8.3% | +41.5% | -33.2% | +2.0% |
| 3Y | +84.2% | +43.1% | +41.1% | +70.8% |
| 5Y | +87.8% | +92.2% | -4.4% | +62.6% |
| 10Y | +204.4% | +52.3% | +152.1% | +150.5% |
| All | +742.2% | +76.4% | +665.9% | +441.5% |
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