+4,419.1%
XOM vs AEP
+2,204.2%
+2,214.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | +1.9% | -1.0% | +2.9% | +2.2% |
| 30D | +4.1% | -0.1% | +4.2% | +4.0% |
| 3M | +10.4% | -3.2% | +13.6% | +11.6% |
| 6M | +13.0% | -5.3% | +18.3% | +14.8% |
| YTD | +40.1% | +9.5% | +30.5% | +34.5% |
| 1Y | +51.1% | +17.5% | +33.6% | +40.9% |
| 3Y | +57.7% | +77.0% | -19.3% | +24.0% |
| 5Y | +264.7% | +66.4% | +198.4% | +189.2% |
| 10Y | +193.1% | +175.1% | +18.0% | +85.5% |
| All | +4,419.1% | +2,204.2% | +2,214.9% | +1,130.7% |
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