+90.5%
AEP vs ABCL
-79.5%
+170.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.2% | -3.8% | +1.4% |
| 7D | -1.5% | +12.4% | -13.9% | -1.5% |
| 30D | +4.5% | -0.4% | +4.9% | +4.5% |
| 3M | +2.8% | +80.4% | -77.5% | +2.8% |
| 6M | -0.7% | +138.5% | -139.2% | -0.8% |
| YTD | +13.8% | +265.5% | -251.7% | +13.5% |
| 1Y | +9.0% | +219.7% | -210.7% | +8.6% |
| 3Y | +83.0% | +209.4% | -126.4% | +82.5% |
| 5Y | +83.3% | -15.0% | +98.3% | +81.4% |
| All | +90.5% | -79.5% | +170.0% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling