+224.3%
AEP vs XYZ
+615.2%
-390.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | +0.9% |
| 7D | +2.0% | +2.9% | -0.8% | +1.9% |
| 30D | +0.5% | +1.4% | -0.9% | +0.4% |
| 3M | -0.3% | +14.6% | -14.9% | -1.0% |
| 6M | -3.5% | +20.8% | -24.2% | -4.4% |
| YTD | +11.3% | +23.1% | -11.8% | +9.9% |
| 1Y | +20.2% | +5.6% | +14.6% | +19.4% |
| 3Y | +79.8% | +50.9% | +28.9% | +72.2% |
| 5Y | +65.6% | -68.6% | +134.1% | +67.8% |
| 10Y | +169.3% | +580.0% | -410.7% | +133.0% |
| All | +224.3% | +615.2% | -390.8% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling