+205.1%
AEP vs AG
+72.5%
+132.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | +0.7% | -4.0% | +4.8% | +0.9% |
| 30D | +4.8% | -13.1% | +17.9% | +5.3% |
| 3M | +5.4% | -22.0% | +27.4% | +6.2% |
| 6M | +0.4% | -37.3% | +37.6% | +1.8% |
| YTD | +15.5% | -11.2% | +26.7% | +14.8% |
| 1Y | +8.5% | +23.9% | -15.4% | +6.2% |
| 3Y | +84.6% | +225.1% | -140.5% | +69.7% |
| 5Y | +86.9% | +7.7% | +79.2% | +77.8% |
| 10Y | +205.1% | +86.9% | +118.3% | +175.8% |
| All | +205.1% | +72.5% | +132.7% | +175.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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