+742.2%
AEP vs XRT
+537.3%
+205.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.3% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | +3.4% | +7.5% | -4.1% | +1.3% |
| 3M | +4.2% | +2.3% | +1.9% | +3.4% |
| 6M | -0.8% | +12.8% | -13.6% | -4.3% |
| YTD | +15.2% | +7.1% | +8.2% | +12.5% |
| 1Y | +8.3% | +12.3% | -4.0% | +4.3% |
| 3Y | +84.2% | +57.0% | +27.2% | +58.6% |
| 5Y | +87.8% | -4.3% | +92.1% | +82.2% |
| 10Y | +204.4% | +136.7% | +67.7% | +103.0% |
| All | +742.2% | +537.3% | +205.0% | +258.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling