+65.6%
AEP vs XLB
+35.6%
+29.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | +2.0% | -0.2% | +2.3% | +2.1% |
| 30D | +0.5% | -1.7% | +2.3% | +1.0% |
| 3M | -0.3% | +4.4% | -4.7% | -2.0% |
| 6M | -3.5% | +5.0% | -8.5% | -5.5% |
| YTD | +11.3% | +15.5% | -4.2% | +5.0% |
| 1Y | +20.2% | +14.9% | +5.3% | +13.6% |
| 3Y | +79.8% | +34.5% | +45.2% | +56.9% |
| 5Y | +65.6% | +36.5% | +29.0% | +39.5% |
| All | +65.6% | +35.6% | +29.9% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling