+1,567.9%
AEP vs ALL
+3,598.8%
-2,030.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.9% |
| 7D | -2.8% | -1.9% | -0.9% | -2.4% |
| 30D | +3.6% | +13.8% | -10.1% | +0.3% |
| 3M | +1.8% | -7.0% | +8.8% | +3.4% |
| 6M | -3.1% | +18.0% | -21.2% | -7.4% |
| YTD | +12.2% | +24.2% | -11.9% | +5.7% |
| 1Y | +9.1% | +31.2% | -22.0% | +1.3% |
| 3Y | +77.9% | +107.5% | -29.6% | +46.1% |
| 5Y | +78.1% | +144.8% | -66.7% | +38.4% |
| 10Y | +187.8% | +375.8% | -188.0% | +87.9% |
| All | +1,567.9% | +3,598.8% | -2,030.9% | +616.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling