+65.1%
AEP vs XME
+183.2%
-118.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | +1.5% | +1.4% | +0.1% | +1.3% |
| 3M | -1.7% | +2.7% | -4.4% | -2.1% |
| 6M | -4.0% | +6.5% | -10.6% | -5.1% |
| YTD | +10.6% | +15.2% | -4.6% | +7.9% |
| 1Y | +18.6% | +43.5% | -24.9% | +12.0% |
| 3Y | +78.7% | +135.9% | -57.2% | +53.6% |
| 5Y | +65.1% | +181.5% | -116.4% | +40.1% |
| All | +65.1% | +183.2% | -118.2% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling