+169.3%
AEP vs ALK
-38.6%
+207.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.0% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +0.5% | -18.5% | +19.0% | +2.4% |
| 3M | -0.3% | -3.6% | +3.2% | -0.3% |
| 6M | -3.5% | -3.7% | +0.2% | -3.9% |
| YTD | +11.3% | -19.0% | +30.3% | +12.3% |
| 1Y | +20.2% | -36.0% | +56.3% | +24.2% |
| 3Y | +79.8% | +2.3% | +77.4% | +71.3% |
| 5Y | +65.6% | -27.8% | +93.3% | +62.2% |
| 10Y | +169.3% | -39.0% | +208.3% | +137.2% |
| All | +169.3% | -38.6% | +207.9% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALK 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling