+1,576.2%
AEP vs ALB
+2,214.8%
-638.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -2.8% | +9.1% | -11.9% | -4.0% |
| 30D | +3.6% | -3.4% | +7.1% | +4.0% |
| 3M | +1.8% | -20.6% | +22.4% | +4.6% |
| 6M | -3.1% | -48.2% | +45.0% | +5.2% |
| YTD | +12.2% | -29.2% | +41.5% | +15.3% |
| 1Y | +9.1% | +10.0% | -0.9% | +4.8% |
| 3Y | +77.9% | -12.9% | +90.8% | +67.5% |
| 5Y | +78.1% | -61.3% | +139.4% | +84.0% |
| 10Y | +187.8% | +35.8% | +152.0% | +118.9% |
| All | +1,576.2% | +2,214.8% | -638.5% | +720.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling