+80.5%
AEP vs ALB
-61.7%
+142.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -2.8% | +9.1% | -11.9% | -3.2% |
| 30D | +3.6% | -3.4% | +7.1% | +3.8% |
| 3M | +1.8% | -20.6% | +22.4% | +2.7% |
| 6M | -3.1% | -48.2% | +45.0% | -0.3% |
| YTD | +12.2% | -29.2% | +41.5% | +13.2% |
| 1Y | +9.1% | +10.0% | -0.9% | +7.3% |
| 3Y | +77.9% | -12.9% | +90.8% | +74.8% |
| All | +80.5% | -61.7% | +142.3% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling