+64.6%
XLC vs AEP
+85.6%
-21.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.8% |
| 7D | +3.5% | +0.7% | +2.7% | +3.5% |
| 30D | -2.6% | +4.8% | -7.4% | -2.6% |
| 3M | -2.1% | +5.4% | -7.4% | -2.1% |
| 6M | -5.5% | +0.4% | -5.9% | -5.5% |
| YTD | -6.9% | +15.5% | -22.4% | -7.4% |
| 1Y | -3.7% | +8.5% | -12.2% | -4.0% |
| All | +64.6% | +85.6% | -21.0% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling