+93.7%
AEP vs ALC
+20.4%
+73.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +0.9% | -5.3% | +6.2% | +2.1% |
| 30D | +1.5% | -7.1% | +8.6% | +3.1% |
| 3M | -1.7% | +0.8% | -2.5% | -2.1% |
| 6M | -4.0% | -16.0% | +11.9% | -0.8% |
| YTD | +10.6% | -12.7% | +23.3% | +13.2% |
| 1Y | +18.6% | -12.8% | +31.5% | +21.2% |
| 3Y | +78.7% | -15.8% | +94.5% | +81.0% |
| 5Y | +65.1% | -16.7% | +81.7% | +64.4% |
| All | +93.7% | +20.4% | +73.3% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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