+78.6%
AEP vs XYL
+16.4%
+62.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +0.9% | +0.8% | 0.0% | +0.8% |
| 30D | +1.5% | -10.8% | +12.3% | +2.9% |
| 3M | -1.7% | -2.5% | +0.9% | -1.4% |
| 6M | -4.0% | -12.2% | +8.1% | -2.8% |
| YTD | +10.6% | -20.1% | +30.7% | +13.0% |
| 1Y | +18.6% | -20.6% | +39.3% | +21.4% |
| All | +78.6% | +16.4% | +62.1% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling