+211.7%
AEP vs XPO
+1,266.4%
-1,054.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.1% |
| 7D | +2.9% | +9.0% | -6.1% | +2.3% |
| 30D | +3.2% | +4.2% | -1.0% | +2.9% |
| 3M | +3.8% | -8.7% | +12.5% | +4.3% |
| 6M | +2.5% | -2.8% | +5.3% | +2.5% |
| YTD | +15.5% | +41.9% | -26.4% | +12.3% |
| 1Y | +9.6% | +42.3% | -32.7% | +6.5% |
| 3Y | +91.2% | +127.3% | -36.1% | +75.3% |
| 5Y | +88.2% | +306.4% | -218.2% | +59.6% |
| All | +211.7% | +1,266.4% | -1,054.7% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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