+732.1%
AEP vs XRT
+552.1%
+180.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.2% | +0.5% |
| 7D | -1.5% | +2.5% | -4.0% | -2.2% |
| 30D | +4.5% | +10.3% | -5.8% | +1.7% |
| 3M | +2.8% | +2.4% | +0.5% | +2.0% |
| 6M | -0.7% | +10.0% | -10.6% | -3.5% |
| YTD | +13.8% | +9.5% | +4.3% | +10.5% |
| 1Y | +9.0% | +17.2% | -8.2% | +3.8% |
| 3Y | +83.0% | +62.0% | +21.0% | +56.3% |
| 5Y | +83.3% | -2.1% | +85.4% | +76.7% |
| 10Y | +194.6% | +152.6% | +42.0% | +92.2% |
| All | +732.1% | +552.1% | +180.0% | +252.4% |
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