+36.2%
OXY vs AEP
+17.4%
+18.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +2.8% | -0.9% | +3.8% | +2.8% |
| 30D | +5.5% | -1.1% | +6.5% | +5.5% |
| 3M | +11.3% | -3.3% | +14.6% | +11.6% |
| 6M | +11.6% | -4.6% | +16.2% | +12.5% |
| YTD | +51.6% | +9.4% | +42.2% | +51.2% |
| 1Y | +36.2% | +16.9% | +19.3% | +42.2% |
| All | +36.2% | +17.4% | +18.8% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling