+1,139.1%
AEP vs A
+543.3%
+595.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 6M | +2.5% | +54.8% | -52.3% | -3.2% |
| YTD | +15.5% | +28.8% | -13.3% | +11.2% |
| 1Y | +9.6% | +19.3% | -9.7% | +6.5% |
| 3Y | +91.2% | +65.5% | +25.6% | +76.5% |
| 5Y | +88.2% | +12.1% | +76.1% | +80.9% |
| 10Y | +205.1% | +305.4% | -100.3% | +150.2% |
| All | +1,139.1% | +543.3% | +595.8% | +740.1% |
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