+148.7%
XLK vs AEP
+64.8%
+83.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.2% | -0.9% | +1.1% | +0.3% |
| 30D | -0.6% | -1.1% | +0.4% | -0.5% |
| 3M | +2.6% | -3.3% | +5.8% | +2.7% |
| 6M | +34.0% | -4.6% | +38.6% | +34.3% |
| YTD | +30.7% | +9.4% | +21.3% | +28.3% |
| 1Y | +39.2% | +16.9% | +22.3% | +35.1% |
| 3Y | +120.4% | +76.6% | +43.8% | +88.7% |
| All | +148.7% | +64.8% | +83.9% | +123.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling