+66.4%
AEP vs XPO
+257.8%
-191.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.9% |
| 7D | -1.0% | -1.3% | +0.3% | -1.0% |
| 30D | -0.1% | -10.4% | +10.3% | +0.2% |
| 3M | -3.2% | -15.7% | +12.5% | -2.7% |
| 6M | -5.3% | -6.3% | +1.1% | -5.2% |
| YTD | +9.5% | +34.2% | -24.6% | +8.3% |
| 1Y | +17.5% | +39.9% | -22.4% | +15.8% |
| 3Y | +77.0% | +155.2% | -78.3% | +64.8% |
| 5Y | +66.4% | +264.7% | -198.3% | +41.5% |
| All | +66.4% | +257.8% | -191.4% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling