+67.2%
AEP vs XLRE
+8.4%
+58.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | -0.9% | -1.2% | +0.2% | -0.3% |
| 30D | -1.1% | -2.4% | +1.3% | +0.3% |
| 3M | -3.3% | -2.5% | -0.8% | -1.9% |
| 6M | -4.6% | +4.0% | -8.6% | -6.8% |
| YTD | +9.4% | +9.3% | +0.1% | +3.9% |
| 1Y | +16.9% | +5.6% | +11.3% | +13.1% |
| 3Y | +76.6% | +31.3% | +45.4% | +49.1% |
| All | +67.2% | +8.4% | +58.7% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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