+548.1%
AEP vs AG
+445.6%
+102.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | +1.8% | +1.0% | +0.8% | +1.7% |
| 30D | -0.8% | +19.2% | -20.0% | -1.7% |
| 3M | -1.8% | +6.2% | -8.0% | -2.4% |
| 6M | -5.4% | -26.7% | +21.3% | -4.5% |
| YTD | +10.4% | +26.1% | -15.7% | +8.0% |
| 1Y | +18.2% | +131.7% | -113.5% | +11.6% |
| 3Y | +79.0% | +255.3% | -176.4% | +62.1% |
| 5Y | +64.8% | +61.9% | +2.9% | +53.3% |
| 10Y | +170.8% | +72.0% | +98.8% | +139.3% |
| All | +548.1% | +445.6% | +102.5% | +334.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling