+211.7%
AEP vs A
+302.9%
-91.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +2.9% | -0.5% | +3.3% | +2.9% |
| 30D | +3.2% | 0.0% | +3.2% | +3.1% |
| 3M | +3.8% | +16.7% | -12.9% | +0.6% |
| 6M | +2.5% | +54.8% | -52.3% | -6.4% |
| YTD | +15.5% | +28.8% | -13.3% | +9.0% |
| 1Y | +9.6% | +19.3% | -9.7% | +5.1% |
| 3Y | +91.2% | +65.5% | +25.6% | +65.7% |
| 5Y | +88.2% | +12.1% | +76.1% | +77.3% |
| All | +211.7% | +302.9% | -91.2% | +114.2% |
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