-68.3%
AAL vs AEP
+206.5%
-274.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | +2.9% | +2.5% | +0.5% | +2.3% |
| 30D | +6.5% | +3.4% | +3.1% | +5.6% |
| 3M | -10.9% | +4.2% | -15.1% | -11.9% |
| 6M | +4.9% | -0.8% | +5.7% | +4.9% |
| YTD | -13.2% | +15.2% | -28.4% | -16.9% |
| 1Y | -1.1% | +8.3% | -9.4% | -3.8% |
| 3Y | +12.8% | +84.2% | -71.4% | -8.0% |
| 5Y | -34.4% | +87.8% | -122.2% | -47.2% |
| All | -68.3% | +206.5% | -274.7% | -73.5% |
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