+160.6%
XOP vs AEE
+39.2%
+121.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +1.0% | +1.1% | -0.1% | +0.7% |
| 30D | +10.8% | 0.0% | +10.8% | +10.8% |
| 3M | +19.5% | -0.9% | +20.4% | +19.5% |
| 6M | +21.6% | -2.4% | +24.0% | +21.8% |
| YTD | +55.8% | +8.6% | +47.2% | +51.0% |
| 1Y | +54.6% | +10.2% | +44.5% | +49.0% |
| 3Y | +36.6% | +47.8% | -11.2% | +18.5% |
| 5Y | +160.6% | +40.1% | +120.5% | +133.4% |
| All | +160.6% | +39.2% | +121.5% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling