+6.4%
OXY vs AEP
+174.9%
-168.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +2.8% | -0.9% | +3.8% | +3.1% |
| 30D | +5.5% | -1.1% | +6.5% | +5.7% |
| 3M | +11.3% | -3.3% | +14.6% | +12.3% |
| 6M | +11.6% | -4.6% | +16.2% | +12.8% |
| YTD | +51.6% | +9.4% | +42.2% | +46.3% |
| 1Y | +36.2% | +16.9% | +19.3% | +28.2% |
| 3Y | +1.7% | +76.6% | -74.9% | -19.0% |
| 5Y | +164.5% | +66.2% | +98.3% | +112.8% |
| All | +6.4% | +174.9% | -168.5% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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