+415.1%
XLF vs AEP
+789.1%
-374.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | +0.2% | +2.0% | -1.8% | -0.7% |
| 30D | -0.5% | +0.5% | -1.0% | -0.8% |
| 3M | +10.6% | -0.3% | +11.0% | +10.5% |
| 6M | +14.3% | -3.5% | +17.8% | +15.5% |
| YTD | +5.5% | +11.3% | -5.7% | -0.3% |
| 1Y | +9.6% | +20.2% | -10.7% | -0.4% |
| 3Y | +75.2% | +79.8% | -4.6% | +29.9% |
| 5Y | +65.5% | +65.6% | 0.0% | +25.7% |
| 10Y | +246.4% | +169.3% | +77.1% | +102.5% |
| All | +415.1% | +789.1% | -374.1% | +57.6% |
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