+65.6%
AEP vs ALB
-43.6%
+109.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.6% |
| 7D | +2.0% | -4.4% | +6.4% | +2.2% |
| 30D | +0.5% | -1.2% | +1.7% | +0.5% |
| 3M | -0.3% | -13.3% | +13.0% | +0.2% |
| 6M | -3.5% | -19.8% | +16.3% | -2.8% |
| YTD | +11.3% | -7.9% | +19.2% | +10.9% |
| 1Y | +20.2% | +60.2% | -39.9% | +15.8% |
| 3Y | +79.8% | -26.4% | +106.2% | +80.6% |
| 5Y | +65.6% | -42.5% | +108.1% | +67.6% |
| All | +65.6% | -43.6% | +109.2% | +67.6% |
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