+169.3%
AEP vs ALLE
+148.2%
+21.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +2.0% | +2.8% | -0.8% | +1.2% |
| 30D | +0.5% | -7.6% | +8.1% | +2.7% |
| 3M | -0.3% | +22.8% | -23.1% | -6.2% |
| 6M | -3.5% | +4.6% | -8.1% | -5.2% |
| YTD | +11.3% | -1.2% | +12.5% | +10.6% |
| 1Y | +20.2% | -9.1% | +29.4% | +22.2% |
| 3Y | +79.8% | +50.0% | +29.8% | +55.0% |
| 5Y | +65.6% | +15.2% | +50.3% | +51.8% |
| 10Y | +169.3% | +151.1% | +18.2% | +107.8% |
| All | +169.3% | +148.2% | +21.1% | +107.8% |
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