+211.7%
AEP vs ALB
+32.4%
+179.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +2.9% | -5.8% | +8.6% | +3.3% |
| 30D | +3.2% | -4.5% | +7.7% | +3.5% |
| 3M | +3.8% | -28.1% | +31.9% | +6.2% |
| 6M | +2.5% | -53.2% | +55.7% | +8.2% |
| YTD | +15.5% | -33.3% | +48.8% | +17.7% |
| 1Y | +9.6% | -17.4% | +27.0% | +9.5% |
| 3Y | +91.2% | -14.1% | +105.3% | +85.1% |
| 5Y | +88.2% | -64.0% | +152.2% | +96.4% |
| All | +211.7% | +32.4% | +179.3% | +144.0% |
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