+142.5%
XLC vs AEP
+153.2%
-10.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.8% | +1.8% | -2.6% | -1.3% |
| 30D | +1.0% | -0.8% | +1.9% | +1.2% |
| 3M | -0.7% | -1.8% | +1.1% | -0.4% |
| 6M | -5.1% | -5.4% | +0.2% | -4.1% |
| YTD | -4.3% | +10.4% | -14.7% | -7.6% |
| 1Y | -0.6% | +18.2% | -18.7% | -6.1% |
| 3Y | +72.7% | +79.0% | -6.3% | +40.0% |
| 5Y | +38.0% | +64.8% | -26.8% | +14.3% |
| All | +142.5% | +153.2% | -10.7% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling