+42.0%
XLP vs AEP
+77.9%
-35.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +0.7% | -2.8% | +3.6% | +1.8% |
| 30D | +10.3% | +3.6% | +6.6% | +8.8% |
| 3M | +6.5% | +1.8% | +4.8% | +5.8% |
| 6M | +8.4% | -3.1% | +11.5% | +9.4% |
| YTD | +18.2% | +12.2% | +5.9% | +12.8% |
| 1Y | +22.4% | +9.1% | +13.3% | +18.0% |
| 3Y | +41.9% | +77.9% | -36.0% | +11.5% |
| All | +42.0% | +77.9% | -35.9% | +8.7% |
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 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