+1,075.5%
XLI vs AEP
+822.8%
+252.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +3.8% | +2.9% | +0.9% | +2.7% |
| 30D | +1.0% | +3.2% | -2.2% | -0.1% |
| 3M | -8.9% | +3.8% | -12.7% | -10.2% |
| 6M | -2.3% | +2.5% | -4.8% | -3.4% |
| YTD | +9.7% | +15.5% | -5.8% | +3.6% |
| 1Y | +12.3% | +9.6% | +2.7% | +8.0% |
| 3Y | +71.5% | +91.2% | -19.7% | +32.3% |
| 5Y | +70.2% | +88.2% | -18.0% | +31.0% |
| 10Y | +227.5% | +205.1% | +22.4% | +107.5% |
| All | +1,075.5% | +822.8% | +252.7% | +366.3% |
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