+17.5%
AEP vs XLB
+14.3%
+3.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.8% |
| 7D | -1.0% | -3.5% | +2.5% | -0.5% |
| 30D | -0.1% | -4.7% | +4.6% | +0.6% |
| 3M | -3.2% | +2.7% | -5.9% | -3.8% |
| 6M | -5.3% | +2.6% | -7.9% | -6.0% |
| YTD | +9.5% | +12.8% | -3.3% | +8.4% |
| 1Y | +17.5% | +14.0% | +3.5% | +16.9% |
| All | +17.5% | +14.3% | +3.2% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling