+929.7%
AEP vs XPO
+10,316.6%
-9,386.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | -0.3% |
| 7D | +1.8% | +2.4% | -0.6% | +1.7% |
| 30D | -0.8% | -3.5% | +2.7% | -0.7% |
| 3M | -1.8% | -11.9% | +10.1% | -1.4% |
| 6M | -5.4% | -10.0% | +4.6% | -5.1% |
| YTD | +10.4% | +42.1% | -31.6% | +8.7% |
| 1Y | +18.2% | +47.6% | -29.4% | +16.0% |
| 3Y | +79.0% | +153.6% | -74.6% | +70.2% |
| 5Y | +64.8% | +266.5% | -201.7% | +52.7% |
| 10Y | +170.8% | +1,460.4% | -1,289.6% | +135.5% |
| All | +929.7% | +10,316.6% | -9,386.8% | +731.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling