+12.3%
XLI vs AEP
+10.7%
+1.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | -0.4% | +7.9% | -8.3% | -1.8% |
| 3M | -8.8% | +1.5% | -10.3% | -9.1% |
| 6M | -0.4% | -2.6% | +2.2% | -0.2% |
| YTD | +10.1% | +14.7% | -4.5% | +7.7% |
| 1Y | +12.3% | +10.8% | +1.5% | +10.4% |
| All | +12.3% | +10.7% | +1.6% | +10.4% |
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