+18.6%
AEP vs AA
+58.8%
-40.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.6% |
| 7D | +0.9% | -0.6% | +1.5% | +0.9% |
| 30D | +1.5% | -1.6% | +3.0% | +1.5% |
| 3M | -1.7% | -29.8% | +28.1% | -2.0% |
| 6M | -4.0% | -16.6% | +12.6% | -4.0% |
| YTD | +10.6% | -4.0% | +14.6% | +11.0% |
| 1Y | +18.6% | +63.5% | -44.9% | +19.8% |
| All | +18.6% | +58.8% | -40.2% | +19.8% |
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