+707.6%
AEP vs XHB
+172.3%
+535.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | +3.2% | +9.9% | -6.7% | +0.7% |
| 3M | +3.8% | -6.3% | +10.1% | +5.2% |
| 6M | +2.5% | +3.8% | -1.3% | +1.1% |
| YTD | +15.5% | +0.1% | +15.3% | +14.4% |
| 1Y | +9.6% | -0.8% | +10.4% | +8.7% |
| 3Y | +91.2% | +35.6% | +55.6% | +71.8% |
| 5Y | +88.2% | +29.6% | +58.7% | +68.1% |
| 10Y | +205.1% | +237.5% | -32.4% | +105.5% |
| All | +707.6% | +172.3% | +535.4% | +389.8% |
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