+86.2%
AEP vs XYZ
-63.1%
+149.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | +0.1% |
| 7D | +2.9% | -1.1% | +3.9% | +2.9% |
| 30D | +3.2% | +11.5% | -8.3% | +2.9% |
| 3M | +3.8% | +1.8% | +2.0% | +3.7% |
| 6M | +2.5% | +21.2% | -18.7% | +1.9% |
| YTD | +15.5% | +29.9% | -14.5% | +14.4% |
| 1Y | +9.6% | +35.8% | -26.2% | +8.4% |
| 3Y | +91.2% | +62.6% | +28.6% | +83.8% |
| All | +86.2% | -63.1% | +149.3% | +71.9% |
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 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