+170.5%
AEP vs XYZ
+610.4%
-439.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.9% | -4.3% | +3.3% | -0.7% |
| 30D | -1.1% | +1.2% | -2.2% | -1.2% |
| 3M | -3.3% | +14.6% | -17.9% | -4.0% |
| 6M | -4.6% | +22.6% | -27.2% | -5.7% |
| YTD | +9.4% | +21.7% | -12.3% | +8.0% |
| 1Y | +16.9% | +6.7% | +10.2% | +16.0% |
| 3Y | +76.6% | +46.8% | +29.8% | +68.7% |
| 5Y | +66.2% | -68.0% | +134.2% | +69.1% |
| All | +170.5% | +610.4% | -439.9% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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