+1,477.5%
XLK vs AEP
+783.8%
+693.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +2.3% | +0.9% | +1.4% | +2.0% |
| 30D | +0.8% | +1.5% | -0.7% | +0.3% |
| 3M | +4.1% | -1.7% | +5.7% | +4.3% |
| 6M | +34.8% | -4.0% | +38.8% | +35.7% |
| YTD | +30.8% | +10.6% | +20.2% | +25.7% |
| 1Y | +42.4% | +18.6% | +23.7% | +33.5% |
| 3Y | +121.8% | +78.7% | +43.1% | +78.2% |
| 5Y | +146.6% | +65.1% | +81.5% | +102.0% |
| 10Y | +804.3% | +177.7% | +626.5% | +513.9% |
| All | +1,477.5% | +783.8% | +693.7% | +656.3% |
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