-68.6%
AAL vs AEP
+207.1%
-275.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.1% | +2.9% | -2.9% | -0.8% |
| 30D | +11.7% | +3.2% | +8.5% | +10.8% |
| 3M | -12.5% | +3.8% | -16.4% | -13.5% |
| 6M | +3.6% | +2.5% | +1.1% | +2.7% |
| YTD | -14.1% | +15.5% | -29.6% | -17.9% |
| 1Y | +0.8% | +9.6% | -8.8% | -2.3% |
| 3Y | +11.8% | +91.2% | -79.4% | -9.9% |
| 5Y | -35.1% | +88.2% | -123.3% | -47.8% |
| All | -68.6% | +207.1% | -275.7% | -73.8% |
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