+181.3%
XLE vs AEP
+170.1%
+11.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +0.3% | +0.9% | -0.6% | +0.1% |
| 30D | +8.5% | +1.5% | +7.0% | +8.0% |
| 3M | +14.6% | -1.7% | +16.3% | +15.0% |
| 6M | +17.6% | -4.0% | +21.6% | +18.6% |
| YTD | +48.1% | +10.6% | +37.5% | +43.1% |
| 1Y | +53.8% | +18.6% | +35.2% | +45.1% |
| 3Y | +56.2% | +78.7% | -22.5% | +27.6% |
| 5Y | +227.7% | +65.1% | +162.6% | +172.2% |
| 10Y | +181.3% | +177.7% | +3.6% | +127.4% |
| All | +181.3% | +170.1% | +11.2% | +127.4% |
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