+889.2%
XLV vs AEP
+774.3%
+114.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -3.6% | -0.9% | -2.6% | -3.3% |
| 30D | -1.8% | -1.1% | -0.8% | -1.6% |
| 3M | +7.8% | -3.3% | +11.1% | +8.8% |
| 6M | +9.1% | -4.6% | +13.7% | +10.4% |
| YTD | +7.7% | +9.4% | -1.7% | +4.5% |
| 1Y | +20.4% | +16.9% | +3.5% | +14.3% |
| 3Y | +30.8% | +76.6% | -45.9% | +8.5% |
| 5Y | +34.6% | +66.2% | -31.6% | +13.2% |
| 10Y | +173.4% | +174.7% | -1.4% | +96.2% |
| All | +889.2% | +774.3% | +114.9% | +401.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling