+1,362.5%
OXY vs AEP
+2,226.6%
-864.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +0.6% | +0.9% | -0.2% | +0.3% |
| 30D | +4.5% | +1.5% | +3.0% | +3.8% |
| 3M | +8.9% | -1.7% | +10.6% | +9.4% |
| 6M | +12.5% | -4.0% | +16.5% | +13.6% |
| YTD | +50.5% | +10.6% | +39.9% | +43.3% |
| 1Y | +38.6% | +18.6% | +20.0% | +27.8% |
| 3Y | -1.2% | +78.7% | -79.9% | -24.9% |
| 5Y | +161.6% | +65.1% | +96.6% | +102.4% |
| 10Y | +5.3% | +177.7% | -172.4% | -36.3% |
| All | +1,362.5% | +2,226.6% | -864.0% | +274.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling