+10.8%
AEP vs AGI
-1.1%
+11.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.3% | -0.5% |
| 7D | +0.8% | -5.3% | +6.1% | +0.9% |
| 30D | +7.9% | -7.1% | +15.1% | +8.0% |
| 3M | +1.5% | +4.4% | -3.0% | +1.4% |
| 6M | -2.6% | -23.0% | +20.4% | -2.0% |
| YTD | +14.7% | -22.0% | +36.7% | +14.4% |
| 1Y | +10.8% | +0.3% | +10.5% | +4.1% |
| All | +10.8% | -1.1% | +11.9% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling