+14.3%
XLI vs AEP
+17.4%
-3.1%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.7% | -0.9% | -0.7% | -1.5% |
| 30D | -7.3% | -1.1% | -6.2% | -7.1% |
| 3M | -1.3% | -3.3% | +1.9% | -0.9% |
| 6M | +2.2% | -4.6% | +6.9% | +2.8% |
| YTD | +11.7% | +9.4% | +2.3% | +10.7% |
| 1Y | +14.3% | +16.9% | -2.7% | +12.4% |
| All | +14.3% | +17.4% | -3.1% | +12.4% |
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