+194.6%
AEP vs ALLE
+233.6%
-39.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.3% | +0.7% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | +4.5% | +26.6% | -22.1% | -2.2% |
| 3M | +2.8% | +13.2% | -10.3% | -0.8% |
| 6M | -0.7% | +42.9% | -43.5% | -10.5% |
| YTD | +13.8% | +21.0% | -7.2% | +6.8% |
| 1Y | +9.0% | +15.2% | -6.2% | +3.7% |
| 3Y | +83.0% | +95.6% | -12.6% | +46.2% |
| 5Y | +83.3% | +53.4% | +29.9% | +54.7% |
| 10Y | +194.6% | +221.5% | -26.9% | +117.9% |
| All | +194.6% | +233.6% | -39.0% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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