+1,126.3%
AEP vs A
+557.8%
+568.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.5% |
| 7D | -0.8% | +1.4% | -2.2% | -1.0% |
| 30D | +4.9% | +4.3% | +0.6% | +4.3% |
| 3M | +4.9% | +19.8% | -14.9% | +2.4% |
| 6M | -0.3% | +54.4% | -54.7% | -5.8% |
| YTD | +14.3% | +31.7% | -17.4% | +9.8% |
| 1Y | +7.5% | +22.4% | -14.9% | +4.2% |
| 3Y | +82.6% | +67.7% | +15.0% | +68.4% |
| 5Y | +81.5% | +15.7% | +65.7% | +73.7% |
| 10Y | +203.2% | +308.7% | -105.5% | +148.4% |
| All | +1,126.3% | +557.8% | +568.5% | +729.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling