+136.0%
XLC vs AEP
+164.7%
-28.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +3.7% | +2.9% | +0.8% | +2.9% |
| 30D | -1.9% | +3.2% | -5.1% | -2.8% |
| 3M | -3.1% | +3.8% | -6.9% | -4.2% |
| 6M | -6.4% | +2.5% | -8.9% | -7.3% |
| YTD | -6.8% | +15.5% | -22.3% | -11.2% |
| 1Y | -1.7% | +9.6% | -11.3% | -4.9% |
| 3Y | +64.7% | +91.2% | -26.5% | +31.0% |
| 5Y | +41.1% | +88.2% | -47.1% | +11.9% |
| All | +136.0% | +164.7% | -28.7% | +99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling