+79.8%
AEP vs XRT
+42.5%
+37.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.9% |
| 7D | +2.0% | -0.3% | +2.3% | +2.0% |
| 30D | +0.5% | -5.6% | +6.2% | +1.0% |
| 3M | -0.3% | +2.5% | -2.9% | -0.6% |
| 6M | -3.5% | +3.7% | -7.1% | -3.9% |
| YTD | +11.3% | +1.0% | +10.3% | +11.0% |
| 1Y | +20.2% | -1.2% | +21.4% | +20.1% |
| 3Y | +79.8% | +43.4% | +36.4% | +55.9% |
| All | +79.8% | +42.5% | +37.3% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 3y: compounded portfolio wealth divided by compounded XRT 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…
3y analysis · Full analysis span regression · 6 months rolling