+19.9%
XBI vs AEP
+64.8%
-44.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.6% | -0.9% | -3.7% | -4.4% |
| 30D | -2.0% | -1.1% | -0.9% | -1.8% |
| 3M | +17.8% | -3.3% | +21.1% | +18.6% |
| 6M | +23.7% | -4.6% | +28.4% | +24.7% |
| YTD | +28.2% | +9.4% | +18.8% | +24.3% |
| 1Y | +64.0% | +16.9% | +47.0% | +55.5% |
| 3Y | +99.4% | +76.6% | +22.8% | +61.0% |
| All | +19.9% | +64.8% | -44.9% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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