+26.9%
XLV vs AEP
+16.1%
+10.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | +0.2% | +1.8% | -1.6% | -0.1% |
| 30D | +4.4% | -0.8% | +5.2% | +4.6% |
| 3M | +13.2% | -1.8% | +15.1% | +13.9% |
| 6M | +10.1% | -5.4% | +15.5% | +11.3% |
| YTD | +11.7% | +10.4% | +1.3% | +12.1% |
| 1Y | +26.9% | +18.2% | +8.8% | +24.0% |
| All | +26.9% | +16.1% | +10.8% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling