+39.9%
XOP vs AEE
+46.3%
-6.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +2.6% | -0.8% | +3.4% | +2.7% |
| 30D | +9.6% | -2.9% | +12.5% | +10.0% |
| 3M | +20.4% | -2.4% | +22.8% | +20.6% |
| 6M | +19.9% | -2.7% | +22.6% | +19.9% |
| YTD | +56.4% | +7.3% | +49.1% | +53.0% |
| 1Y | +52.4% | +7.5% | +44.9% | +48.9% |
| 3Y | +39.9% | +46.2% | -6.3% | +25.9% |
| All | +39.9% | +46.3% | -6.4% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling