+82.5%
AEP vs ALLE
+42.6%
+40.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | -0.8% | -6.8% | +6.0% | +0.4% |
| 3M | -1.8% | +21.0% | -22.9% | -5.3% |
| 6M | -5.4% | +1.1% | -6.5% | -5.9% |
| YTD | +10.4% | -0.5% | +11.0% | +9.8% |
| 1Y | +18.2% | -7.3% | +25.4% | +19.0% |
| All | +82.5% | +42.6% | +40.0% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling