+65.1%
AEP vs XYL
-15.4%
+80.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | +0.9% | +0.8% | 0.0% | +0.7% |
| 30D | +1.5% | -10.8% | +12.3% | +3.8% |
| 3M | -1.7% | -2.5% | +0.9% | -1.3% |
| 6M | -4.0% | -12.2% | +8.1% | -1.8% |
| YTD | +10.6% | -20.1% | +30.7% | +15.1% |
| 1Y | +18.6% | -20.6% | +39.3% | +23.6% |
| 3Y | +78.7% | +17.3% | +61.4% | +65.4% |
| 5Y | +65.1% | -14.5% | +79.6% | +51.5% |
| All | +65.1% | -15.4% | +80.5% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling