+8.5%
AEP vs AA
+6.6%
+1.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +1.1% |
| 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% | +5.3% |
| 6M | +0.4% | -36.8% | +37.2% | +0.1% |
| YTD | +15.5% | -22.2% | +37.7% | +15.8% |
| 1Y | +8.5% | +10.4% | -1.8% | +8.8% |
| All | +8.5% | +6.6% | +1.9% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling