+194.6%
AEP vs ALK
-37.5%
+232.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.1% | -5.7% | +0.8% |
| 7D | -1.5% | +8.9% | -10.4% | -2.4% |
| 30D | +4.5% | +5.9% | -1.5% | +3.8% |
| 3M | +2.8% | -16.5% | +19.4% | +4.3% |
| 6M | -0.7% | +2.1% | -2.8% | -1.5% |
| YTD | +13.8% | -17.1% | +30.9% | +14.5% |
| 1Y | +9.0% | -2.9% | +11.8% | +7.6% |
| 3Y | +83.0% | +24.5% | +58.5% | +70.2% |
| 5Y | +83.3% | -29.1% | +112.4% | +80.1% |
| 10Y | +194.6% | -39.1% | +233.7% | +175.4% |
| All | +194.6% | -37.5% | +232.1% | +175.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling