+141.3%
XLC vs AEP
+151.1%
-9.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -1.7% | -1.0% | -0.7% | -1.4% |
| 30D | +0.2% | -0.1% | +0.3% | +0.2% |
| 3M | +0.7% | -3.2% | +3.9% | +1.4% |
| 6M | -4.5% | -5.3% | +0.8% | -3.4% |
| YTD | -4.7% | +9.5% | -14.3% | -7.8% |
| 1Y | -1.5% | +17.5% | -19.0% | -6.8% |
| 3Y | +72.2% | +77.0% | -4.7% | +40.1% |
| 5Y | +39.3% | +66.4% | -27.1% | +15.0% |
| All | +141.3% | +151.1% | -9.7% | +107.4% |
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