+707.3%
AEP vs XME
+242.3%
+464.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | -0.8% | +6.0% | -6.8% | -2.0% |
| 3M | -1.8% | -7.7% | +5.9% | -0.9% |
| 6M | -5.4% | +1.0% | -6.3% | -6.3% |
| YTD | +10.4% | +14.6% | -4.2% | +6.5% |
| 1Y | +18.2% | +46.0% | -27.8% | +8.6% |
| 3Y | +79.0% | +127.0% | -48.1% | +49.2% |
| 5Y | +64.8% | +175.8% | -111.0% | +29.9% |
| 10Y | +170.8% | +414.6% | -243.8% | +76.8% |
| All | +707.3% | +242.3% | +464.9% | +385.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling