+177.7%
AEP vs ALL
+359.1%
-181.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.9% | -2.2% | +3.1% | +1.6% |
| 30D | +1.5% | -5.6% | +7.1% | +3.2% |
| 3M | -1.7% | +17.2% | -18.9% | -6.8% |
| 6M | -4.0% | +23.2% | -27.3% | -10.6% |
| YTD | +10.6% | +23.6% | -13.0% | +2.7% |
| 1Y | +18.6% | +29.2% | -10.5% | +8.3% |
| 3Y | +78.7% | +153.8% | -75.1% | +28.4% |
| 5Y | +65.1% | +116.1% | -51.0% | +22.6% |
| 10Y | +177.7% | +364.8% | -187.1% | +64.7% |
| All | +177.7% | +359.1% | -181.3% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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