+66.4%
AEP vs XHB
+30.4%
+36.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.6% |
| 7D | -1.0% | -5.2% | +4.2% | -0.1% |
| 30D | -0.1% | -12.1% | +12.1% | +2.2% |
| 3M | -3.2% | -6.2% | +3.0% | -2.3% |
| 6M | -5.3% | -6.7% | +1.4% | -4.5% |
| YTD | +9.5% | -5.5% | +15.0% | +10.1% |
| 1Y | +17.5% | -15.6% | +33.1% | +20.4% |
| 3Y | +77.0% | +22.0% | +55.0% | +63.4% |
| 5Y | +66.4% | +31.8% | +34.6% | +41.1% |
| All | +66.4% | +30.4% | +36.0% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling