+86.2%
AEP vs ALC
-9.1%
+95.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.3% |
| 7D | +2.9% | -1.1% | +4.0% | +3.1% |
| 30D | +3.2% | +16.0% | -12.9% | +0.4% |
| 3M | +3.8% | +0.8% | +3.0% | +3.5% |
| 6M | +2.5% | +16.8% | -14.3% | -0.7% |
| YTD | +15.5% | -5.5% | +21.0% | +15.9% |
| 1Y | +9.6% | -5.3% | +14.9% | +9.9% |
| 3Y | +91.2% | +4.1% | +87.1% | +84.1% |
| All | +86.2% | -9.1% | +95.3% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling