+79.4%
AEP vs ALB
-29.2%
+108.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.3% | 0.0% |
| 7D | +1.8% | -8.1% | +9.9% | +2.0% |
| 30D | -0.8% | +6.3% | -7.1% | -1.1% |
| 3M | -1.8% | -23.6% | +21.7% | -1.1% |
| 6M | -5.4% | -24.6% | +19.2% | -4.7% |
| YTD | +10.4% | -10.3% | +20.7% | +10.3% |
| 1Y | +18.2% | +61.5% | -43.3% | +14.9% |
| All | +79.4% | -29.2% | +108.5% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling