+170.5%
AEP vs XPO
+1,516.3%
-1,345.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.9% | -5.7% | +4.7% | -0.6% |
| 30D | -1.1% | -12.8% | +11.7% | -0.2% |
| 3M | -3.3% | -20.0% | +16.7% | -2.0% |
| 6M | -4.6% | -6.0% | +1.4% | -4.5% |
| YTD | +9.4% | +34.0% | -24.6% | +6.8% |
| 1Y | +16.9% | +35.6% | -18.6% | +13.9% |
| 3Y | +76.6% | +152.3% | -75.7% | +60.1% |
| 5Y | +66.2% | +264.4% | -198.2% | +42.2% |
| All | +170.5% | +1,516.3% | -1,345.8% | +103.3% |
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