+20.2%
AEP vs ALK
-35.5%
+55.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.8% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +0.5% | -18.5% | +19.0% | +0.7% |
| 3M | -0.3% | -3.6% | +3.2% | -0.1% |
| 6M | -3.5% | -3.7% | +0.2% | -3.4% |
| YTD | +11.3% | -19.0% | +30.3% | +10.5% |
| 1Y | +20.2% | -36.0% | +56.3% | +27.0% |
| All | +20.2% | -35.5% | +55.8% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling