+46.6%
XLE vs AEP
+8.3%
+38.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +4.4% | +2.5% | +1.9% | +4.1% |
| 30D | -4.3% | +3.4% | -7.6% | -4.6% |
| 3M | +6.0% | +4.2% | +1.8% | +5.6% |
| 6M | +13.2% | -0.8% | +14.0% | +13.4% |
| YTD | +46.7% | +15.2% | +31.5% | +44.2% |
| 1Y | +46.6% | +8.3% | +38.3% | +43.4% |
| All | +46.6% | +8.3% | +38.3% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling