+135.9%
XLU vs AEP
+174.9%
-39.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -1.6% | -0.9% | -0.7% | -0.9% |
| 30D | -3.3% | -1.1% | -2.2% | -2.5% |
| 3M | -3.2% | -3.3% | +0.1% | -0.8% |
| 6M | -7.0% | -4.6% | -2.3% | -3.7% |
| YTD | +0.6% | +9.4% | -8.8% | -6.7% |
| 1Y | +2.4% | +16.9% | -14.5% | -10.3% |
| 3Y | +46.3% | +76.6% | -30.4% | -10.4% |
| 5Y | +44.0% | +66.2% | -22.2% | -8.0% |
| All | +135.9% | +174.9% | -39.0% | -0.4% |
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