+1,111.5%
XLI vs AEP
+789.1%
+322.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +1.0% | +2.0% | -1.0% | +0.3% |
| 30D | -5.8% | +0.5% | -6.3% | -6.0% |
| 3M | +0.7% | -0.3% | +1.0% | +0.6% |
| 6M | +3.2% | -3.5% | +6.6% | +4.1% |
| YTD | +13.0% | +11.3% | +1.8% | +8.3% |
| 1Y | +16.8% | +20.2% | -3.4% | +8.5% |
| 3Y | +72.4% | +79.8% | -7.4% | +35.9% |
| 5Y | +82.8% | +65.6% | +17.2% | +47.4% |
| 10Y | +252.4% | +169.3% | +83.1% | +133.5% |
| All | +1,111.5% | +789.1% | +322.4% | +387.3% |
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