+305.0%
AEP vs ALLE
+260.9%
+44.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | -0.8% | -6.8% | +6.0% | +0.9% |
| 3M | -1.8% | +21.0% | -22.9% | -6.9% |
| 6M | -5.4% | +1.1% | -6.5% | -6.1% |
| YTD | +10.4% | -0.5% | +11.0% | +9.7% |
| 1Y | +18.2% | -7.3% | +25.4% | +19.3% |
| 3Y | +79.0% | +42.3% | +36.7% | +58.8% |
| 5Y | +64.8% | +13.5% | +51.4% | +52.8% |
| 10Y | +170.8% | +144.0% | +26.8% | +109.3% |
| All | +305.0% | +260.9% | +44.1% | +192.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling