+236.6%
AEP vs XYZ
+655.2%
-418.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.7% |
| 3M | +3.8% | +1.8% | +2.0% | +3.6% |
| 6M | +2.5% | +21.2% | -18.7% | +1.5% |
| YTD | +15.5% | +29.9% | -14.5% | +13.7% |
| 1Y | +9.6% | +35.8% | -26.2% | +7.7% |
| 3Y | +91.2% | +62.6% | +28.6% | +82.6% |
| 5Y | +88.2% | -62.8% | +151.0% | +89.1% |
| 10Y | +205.1% | +612.0% | -406.9% | +163.1% |
| All | +236.6% | +655.2% | -418.6% | +195.4% |
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