+66.4%
AEP vs XYZ
-68.7%
+135.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -1.0% |
| 7D | -1.0% | -5.2% | +4.2% | -0.9% |
| 30D | -0.1% | 0.0% | -0.1% | -0.1% |
| 3M | -3.2% | +18.7% | -21.9% | -3.7% |
| 6M | -5.3% | +20.5% | -25.8% | -5.8% |
| YTD | +9.5% | +21.5% | -11.9% | +8.8% |
| 1Y | +17.5% | +7.2% | +10.3% | +17.1% |
| 3Y | +77.0% | +49.0% | +28.0% | +70.7% |
| 5Y | +66.4% | -68.1% | +134.5% | +52.0% |
| All | +66.4% | -68.7% | +135.1% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling