+1,085.2%
AEP vs A
+457.0%
+628.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | +1.8% | -1.9% | +3.7% | +2.0% |
| 30D | -0.8% | +6.9% | -7.7% | -1.7% |
| 3M | -1.8% | +9.2% | -11.1% | -3.0% |
| 6M | -5.4% | +25.7% | -31.0% | -8.4% |
| YTD | +10.4% | +11.5% | -1.1% | +8.4% |
| 1Y | +18.2% | +18.4% | -0.2% | +14.9% |
| 3Y | +79.0% | +26.6% | +52.4% | +70.9% |
| 5Y | +64.8% | -12.8% | +77.7% | +63.4% |
| 10Y | +170.8% | +247.2% | -76.3% | +126.5% |
| All | +1,085.2% | +457.0% | +628.2% | +718.6% |
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