+1,585.2%
AEP vs ALL
+3,690.4%
-2,105.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.1% |
| 7D | -1.6% | -0.1% | -1.4% | -1.6% |
| 30D | +4.1% | +13.8% | -9.7% | +0.8% |
| 3M | +4.1% | -2.8% | +6.8% | +4.5% |
| 6M | -1.0% | +23.7% | -24.7% | -6.5% |
| YTD | +13.4% | +27.3% | -13.9% | +6.1% |
| 1Y | +6.7% | +30.5% | -23.8% | -0.9% |
| 3Y | +81.3% | +113.0% | -31.7% | +47.9% |
| 5Y | +80.1% | +157.6% | -77.5% | +38.3% |
| 10Y | +200.9% | +368.4% | -167.5% | +97.1% |
| All | +1,585.2% | +3,690.4% | -2,105.2% | +619.6% |
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