+91.2%
AEP vs XLB
+43.9%
+47.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +2.9% | +0.5% | +2.3% | +2.7% |
| 30D | +3.2% | +5.2% | -2.0% | +2.0% |
| 3M | +3.8% | +0.3% | +3.5% | +3.7% |
| 6M | +2.5% | +1.2% | +1.3% | +2.1% |
| YTD | +15.5% | +16.6% | -1.2% | +10.8% |
| 1Y | +9.6% | +21.4% | -11.8% | +4.2% |
| 3Y | +91.2% | +43.2% | +47.9% | +56.9% |
| All | +91.2% | +43.9% | +47.3% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling