+85.6%
XOP vs AEE
+371.8%
-286.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.5% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | +16.5% | -1.9% | +18.5% | +17.7% |
| 3M | +15.7% | +0.3% | +15.4% | +14.9% |
| 6M | +19.2% | -3.0% | +22.2% | +20.0% |
| YTD | +55.0% | +8.4% | +46.6% | +45.8% |
| 1Y | +54.2% | +9.8% | +44.4% | +43.5% |
| 3Y | +35.9% | +47.4% | -11.6% | +3.0% |
| 5Y | +162.4% | +38.9% | +123.5% | +102.1% |
| 10Y | +50.2% | +183.7% | -133.5% | -39.1% |
| All | +85.6% | +371.8% | -286.2% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling