+568.0%
AEP vs AG
+312.9%
+255.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.3% | +1.2% |
| 7D | -1.5% | +10.8% | -12.4% | -2.0% |
| 30D | +4.5% | -8.2% | +12.7% | +4.8% |
| 3M | +2.8% | -13.7% | +16.5% | +3.3% |
| 6M | -0.7% | -27.3% | +26.6% | +0.3% |
| YTD | +13.8% | -4.6% | +18.4% | +12.7% |
| 1Y | +9.0% | +39.4% | -30.4% | +5.7% |
| 3Y | +83.0% | +244.1% | -161.1% | +65.9% |
| 5Y | +83.3% | +16.8% | +66.5% | +73.0% |
| 10Y | +194.6% | +71.7% | +122.9% | +159.9% |
| All | +568.0% | +312.9% | +255.1% | +353.1% |
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