+65.6%
AEP vs AA
+17.0%
+48.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.6% |
| 7D | +2.0% | +1.7% | +0.4% | +1.9% |
| 30D | +0.5% | +3.3% | -2.8% | +0.3% |
| 3M | -0.3% | -29.4% | +29.1% | +1.0% |
| 6M | -3.5% | -12.8% | +9.3% | -3.3% |
| YTD | +11.3% | -2.1% | +13.4% | +10.7% |
| 1Y | +20.2% | +62.8% | -42.5% | +16.3% |
| 3Y | +79.8% | +90.5% | -10.7% | +68.7% |
| 5Y | +65.6% | +19.1% | +46.5% | +62.9% |
| All | +65.6% | +17.0% | +48.5% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling