+1,148.9%
AEP vs AGI
+5,453.2%
-4,304.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | +0.9% | +2.2% | -1.3% | +0.8% |
| 30D | +1.5% | +11.3% | -9.8% | +1.0% |
| 3M | -1.7% | +5.6% | -7.3% | -2.1% |
| 6M | -4.0% | -27.7% | +23.6% | -3.0% |
| YTD | +10.6% | -4.1% | +14.7% | +10.2% |
| 1Y | +18.6% | +13.8% | +4.8% | +17.2% |
| 3Y | +78.7% | +217.0% | -138.3% | +68.5% |
| 5Y | +65.1% | +404.3% | -339.3% | +52.2% |
| 10Y | +177.7% | +400.5% | -222.8% | +150.6% |
| All | +1,148.9% | +5,453.2% | -4,304.2% | +969.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling