+2,314.9%
AEP vs AA
+220.7%
+2,094.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | +2.5% | +5.3% | -2.8% | +1.8% |
| 30D | +3.4% | -2.3% | +5.6% | +3.5% |
| 3M | +4.2% | -20.8% | +25.0% | +6.7% |
| 6M | -0.8% | -39.8% | +39.0% | +4.2% |
| YTD | +15.2% | -23.3% | +38.5% | +16.9% |
| 1Y | +8.3% | +1.8% | +6.5% | +6.0% |
| 3Y | +84.2% | +69.5% | +14.6% | +63.5% |
| 5Y | +87.8% | -18.0% | +105.8% | +75.2% |
| 10Y | +204.4% | +45.7% | +158.8% | +130.6% |
| All | +2,314.9% | +220.7% | +2,094.2% | +1,262.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling