+2,214.6%
AEP vs AA
+295.2%
+1,919.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | +1.8% | -0.7% | +2.5% | +1.9% |
| 30D | -0.8% | +5.0% | -5.8% | -1.5% |
| 3M | -1.8% | -35.8% | +34.0% | +2.7% |
| 6M | -5.4% | -18.4% | +13.0% | -4.1% |
| YTD | +10.4% | -5.5% | +15.9% | +9.6% |
| 1Y | +18.2% | +61.0% | -42.8% | +9.4% |
| 3Y | +79.0% | +66.2% | +12.7% | +59.5% |
| 5Y | +64.8% | +11.4% | +53.5% | +47.5% |
| 10Y | +170.8% | +116.9% | +54.0% | +93.6% |
| All | +2,214.6% | +295.2% | +1,919.5% | +1,177.4% |
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