+67.6%
AEP vs ALL
+118.4%
-50.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.2% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | -0.8% | -1.5% | +0.7% | -0.6% |
| 3M | -1.8% | +23.6% | -25.5% | -7.3% |
| 6M | -5.4% | +22.3% | -27.7% | -10.4% |
| YTD | +10.4% | +26.5% | -16.1% | +3.5% |
| 1Y | +18.2% | +27.0% | -8.9% | +10.4% |
| 3Y | +79.0% | +149.6% | -70.6% | +39.0% |
| All | +67.6% | +118.4% | -50.8% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling