+678.2%
AEP vs XHB
+167.3%
+510.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +1.3% |
| 7D | +2.0% | +0.2% | +1.8% | +1.9% |
| 30D | +0.5% | -9.1% | +9.6% | +2.8% |
| 3M | -0.3% | -2.3% | +2.0% | 0.0% |
| 6M | -3.5% | -4.1% | +0.6% | -3.0% |
| YTD | +11.3% | -1.7% | +13.0% | +10.9% |
| 1Y | +20.2% | -15.1% | +35.3% | +23.9% |
| 3Y | +79.8% | +26.8% | +52.9% | +64.5% |
| 5Y | +65.6% | +37.3% | +28.2% | +45.8% |
| 10Y | +169.3% | +205.7% | -36.4% | +86.1% |
| All | +678.2% | +167.3% | +510.9% | +374.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling