+41.9%
XLP vs AEP
+76.7%
-34.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +0.7% | -2.8% | +3.6% | +1.6% |
| 30D | +10.3% | +3.6% | +6.6% | +9.1% |
| 3M | +6.5% | +1.8% | +4.8% | +5.9% |
| 6M | +8.4% | -3.1% | +11.5% | +9.2% |
| YTD | +18.2% | +12.2% | +5.9% | +14.1% |
| 1Y | +22.4% | +9.1% | +13.3% | +19.0% |
| 3Y | +41.9% | +77.9% | -36.0% | +20.8% |
| All | +41.9% | +76.7% | -34.8% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling