+707.3%
AEP vs XRT
+514.3%
+193.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | +1.8% | +0.8% | +1.0% | +1.6% |
| 30D | -0.8% | -4.2% | +3.4% | +0.3% |
| 3M | -1.8% | +5.1% | -6.9% | -3.3% |
| 6M | -5.4% | +2.4% | -7.8% | -6.3% |
| YTD | +10.4% | +3.2% | +7.3% | +9.1% |
| 1Y | +18.2% | +1.5% | +16.6% | +16.9% |
| 3Y | +79.0% | +40.6% | +38.4% | +59.1% |
| 5Y | +64.8% | -1.0% | +65.8% | +57.9% |
| 10Y | +170.8% | +128.4% | +42.4% | +82.4% |
| All | +707.3% | +514.3% | +193.0% | +247.8% |
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