+211.7%
AEP vs XME
+260.6%
-48.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +3.2% | -6.1% | +9.3% | +3.8% |
| 3M | +3.8% | -18.6% | +22.4% | +6.1% |
| 6M | +2.5% | -23.9% | +26.4% | +5.3% |
| YTD | +15.5% | -9.3% | +24.8% | +15.5% |
| 1Y | +9.6% | +1.8% | +7.8% | +7.9% |
| 3Y | +91.2% | +93.0% | -1.8% | +69.7% |
| 5Y | +88.2% | +107.0% | -18.8% | +63.9% |
| All | +211.7% | +260.6% | -48.9% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling