+170.5%
AEP vs XHB
+215.4%
-44.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | -0.9% | -4.6% | +3.7% | +0.1% |
| 30D | -1.1% | -9.1% | +8.1% | +1.1% |
| 3M | -3.3% | -8.6% | +5.3% | -1.5% |
| 6M | -4.6% | -4.0% | -0.6% | -4.2% |
| YTD | +9.4% | -3.9% | +13.4% | +9.7% |
| 1Y | +16.9% | -16.5% | +33.4% | +20.9% |
| 3Y | +76.6% | +22.6% | +54.1% | +61.9% |
| 5Y | +66.2% | +33.9% | +32.3% | +45.5% |
| All | +170.5% | +215.4% | -44.9% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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