+163.9%
XLE vs AEP
+191.0%
-27.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | -7.9% | -1.5% | -6.4% | -7.5% |
| 30D | -4.8% | +4.5% | -9.3% | -6.0% |
| 3M | +8.4% | +2.8% | +5.5% | +7.4% |
| 6M | +12.7% | -0.7% | +13.3% | +12.6% |
| YTD | +41.3% | +13.8% | +27.4% | +35.3% |
| 1Y | +42.3% | +9.0% | +33.3% | +38.0% |
| 3Y | +65.1% | +83.0% | -17.9% | +33.9% |
| 5Y | +150.2% | +83.3% | +66.9% | +100.6% |
| 10Y | +163.9% | +194.6% | -30.7% | +116.9% |
| All | +163.9% | +191.0% | -27.1% | +116.9% |
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