+55.0%
XOP vs AEE
+191.1%
-136.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +2.6% | -0.8% | +3.4% | +2.9% |
| 30D | +9.6% | -2.9% | +12.5% | +10.5% |
| 3M | +20.4% | -2.4% | +22.8% | +20.9% |
| 6M | +19.9% | -2.7% | +22.6% | +20.2% |
| YTD | +56.4% | +7.3% | +49.1% | +52.1% |
| 1Y | +52.4% | +7.5% | +44.9% | +48.0% |
| 3Y | +39.9% | +46.2% | -6.3% | +22.2% |
| 5Y | +163.7% | +39.7% | +124.0% | +132.7% |
| All | +55.0% | +191.1% | -136.1% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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