-65.0%
AAL vs AEP
+177.9%
-242.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -1.3% | +0.9% | -2.2% | -1.5% |
| 30D | -13.7% | +1.5% | -15.2% | -14.1% |
| 3M | -8.2% | -1.7% | -6.5% | -7.9% |
| 6M | +13.1% | -4.0% | +17.2% | +14.0% |
| YTD | -15.6% | +10.6% | -26.2% | -18.3% |
| 1Y | +1.4% | +18.6% | -17.2% | -4.0% |
| 3Y | -7.4% | +78.7% | -86.1% | -23.9% |
| 5Y | -35.9% | +65.1% | -101.0% | -46.3% |
| All | -65.0% | +177.9% | -242.8% | -70.7% |
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 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