+139.5%
XLP vs AEP
+207.1%
-67.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +2.5% | +2.9% | -0.4% | +1.3% |
| 30D | +7.3% | +3.2% | +4.1% | +5.9% |
| 3M | +8.1% | +3.8% | +4.3% | +6.3% |
| 6M | +10.5% | +2.5% | +8.0% | +9.0% |
| YTD | +21.2% | +15.5% | +5.7% | +13.4% |
| 1Y | +22.7% | +9.6% | +13.1% | +17.3% |
| 3Y | +44.8% | +91.2% | -46.4% | +6.6% |
| 5Y | +44.7% | +88.2% | -43.5% | +5.8% |
| All | +139.5% | +207.1% | -67.6% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling