+75.7%
AEP vs AHR
+356.1%
-280.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -0.9% | -2.1% | +1.1% | -0.5% |
| 30D | -1.1% | +1.9% | -2.9% | -1.5% |
| 3M | -3.3% | +15.7% | -18.9% | -6.4% |
| 6M | -4.6% | +2.5% | -7.2% | -5.6% |
| YTD | +9.4% | +15.0% | -5.6% | +5.9% |
| 1Y | +16.9% | +28.1% | -11.2% | +10.8% |
| All | +75.7% | +356.1% | -280.4% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 3y: compounded portfolio wealth divided by compounded AHR 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…
3y analysis · Full analysis span regression · 6 months rolling