+2,252.4%
AEP vs ALK
+770.6%
+1,481.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -2.8% | +9.0% | -11.9% | -3.8% |
| 30D | +3.6% | -1.6% | +5.3% | +3.7% |
| 3M | +1.8% | -23.2% | +25.0% | +4.4% |
| 6M | -3.1% | -3.9% | +0.8% | -3.4% |
| YTD | +12.2% | -22.6% | +34.8% | +13.8% |
| 1Y | +9.1% | -5.3% | +14.5% | +8.0% |
| 3Y | +77.9% | +18.6% | +59.3% | +67.5% |
| 5Y | +78.1% | -34.4% | +112.5% | +77.0% |
| 10Y | +187.8% | -40.8% | +228.6% | +173.9% |
| All | +2,252.4% | +770.6% | +1,481.8% | +1,335.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling