+7.6%
XLF vs AEP
+17.4%
-9.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.5% | -0.9% | -0.5% | -1.5% |
| 30D | -1.2% | -1.1% | -0.1% | -1.2% |
| 3M | +9.2% | -3.3% | +12.5% | +9.1% |
| 6M | +16.3% | -4.6% | +21.0% | +16.2% |
| YTD | +5.4% | +9.4% | -4.0% | +6.6% |
| 1Y | +7.6% | +16.9% | -9.3% | +9.0% |
| All | +7.6% | +17.4% | -9.8% | +9.0% |
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 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