+177.7%
AEP vs ALB
+80.1%
+97.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.4% |
| 7D | +0.9% | -8.6% | +9.5% | +1.6% |
| 30D | +1.5% | -4.0% | +5.5% | +1.7% |
| 3M | -1.7% | -17.4% | +15.7% | -0.5% |
| 6M | -4.0% | -25.4% | +21.3% | -2.4% |
| YTD | +10.6% | -10.5% | +21.1% | +10.4% |
| 1Y | +18.6% | +75.8% | -57.2% | +11.0% |
| 3Y | +78.7% | -28.5% | +107.2% | +78.2% |
| 5Y | +65.1% | -45.1% | +110.2% | +65.7% |
| 10Y | +177.7% | +87.3% | +90.4% | +97.5% |
| All | +177.7% | +80.1% | +97.6% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling