+170.8%
AEP vs XYL
+149.5%
+21.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | -1.0% | -1.2% | +0.2% | -0.7% |
| 30D | -0.1% | -13.2% | +13.1% | +3.4% |
| 3M | -3.2% | -0.2% | -3.0% | -3.4% |
| 6M | -5.3% | -12.5% | +7.2% | -2.4% |
| YTD | +9.5% | -20.9% | +30.4% | +15.4% |
| 1Y | +17.5% | -21.6% | +39.1% | +24.0% |
| 3Y | +77.0% | +16.1% | +60.8% | +64.5% |
| 5Y | +66.4% | -15.6% | +82.0% | +66.3% |
| All | +170.8% | +149.5% | +21.3% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling