+211.0%
AEP vs A
+300.7%
-89.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.2% |
| 7D | +2.5% | +0.7% | +1.7% | +2.3% |
| 30D | +3.4% | +0.8% | +2.6% | +3.1% |
| 3M | +4.2% | +16.9% | -12.7% | +0.9% |
| 6M | -0.8% | +53.8% | -54.6% | -9.3% |
| YTD | +15.2% | +28.1% | -12.9% | +8.9% |
| 1Y | +8.3% | +15.0% | -6.7% | +4.7% |
| 3Y | +84.2% | +63.1% | +21.1% | +60.2% |
| 5Y | +87.8% | +11.5% | +76.4% | +77.1% |
| All | +211.0% | +300.7% | -89.6% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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