+20.2%
AEP vs ALLE
-8.3%
+28.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +2.0% | +2.8% | -0.8% | +1.7% |
| 30D | +0.5% | -7.6% | +8.1% | +1.3% |
| 3M | -0.3% | +22.8% | -23.1% | -2.4% |
| 6M | -3.5% | +4.6% | -8.1% | -4.6% |
| YTD | +11.3% | -1.2% | +12.5% | +9.8% |
| 1Y | +20.2% | -9.1% | +29.4% | +19.7% |
| All | +20.2% | -8.3% | +28.5% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling