+192.9%
XOM vs AEP
+174.9%
+18.0%
-61.0%
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 | +4.1% | -0.9% | +5.0% | +4.4% |
| 30D | +4.6% | -1.1% | +5.6% | +4.9% |
| 3M | +14.0% | -3.3% | +17.2% | +15.0% |
| 6M | +11.0% | -4.6% | +15.6% | +12.2% |
| YTD | +40.7% | +9.4% | +31.3% | +36.0% |
| 1Y | +52.3% | +16.9% | +35.4% | +43.9% |
| 3Y | +60.5% | +76.6% | -16.2% | +30.6% |
| 5Y | +266.4% | +66.2% | +200.2% | +200.4% |
| All | +192.9% | +174.9% | +18.0% | +121.8% |
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