+205.1%
AEP vs AA
+48.4%
+156.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +1.0% |
| 7D | +0.7% | +1.1% | -0.4% | +0.7% |
| 30D | +4.8% | -1.3% | +6.1% | +4.8% |
| 3M | +5.4% | -23.9% | +29.3% | +6.4% |
| 6M | +0.4% | -36.8% | +37.2% | +1.9% |
| YTD | +15.5% | -22.2% | +37.7% | +16.0% |
| 1Y | +8.5% | +10.4% | -1.8% | +7.3% |
| 3Y | +84.6% | +72.0% | +12.6% | +76.7% |
| 5Y | +86.9% | -15.6% | +102.5% | +82.6% |
| 10Y | +205.1% | +47.8% | +157.4% | +149.7% |
| All | +205.1% | +48.4% | +156.8% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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