+827.0%
AEP vs XLB
+825.1%
+1.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | +2.5% | 0.0% | +2.4% | +2.5% |
| 30D | +3.4% | +5.3% | -1.9% | +1.2% |
| 3M | +4.2% | 0.0% | +4.2% | +4.1% |
| 6M | -0.8% | +1.2% | -2.0% | -1.6% |
| YTD | +15.2% | +16.9% | -1.7% | +7.6% |
| 1Y | +8.3% | +20.9% | -12.6% | -0.3% |
| 3Y | +84.2% | +43.3% | +40.9% | +56.7% |
| 5Y | +87.8% | +28.3% | +59.5% | +65.5% |
| 10Y | +204.4% | +165.3% | +39.1% | +92.4% |
| All | +827.0% | +825.1% | +1.9% | +221.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling