+203.2%
AEP vs ALM
+2,040.7%
-1,837.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.6% | +0.4% |
| 7D | -0.8% | -6.3% | +5.5% | -0.8% |
| 30D | +4.9% | -31.4% | +36.3% | +5.2% |
| 3M | +4.9% | -40.6% | +45.4% | +5.3% |
| 6M | -0.3% | -58.6% | +58.4% | +0.3% |
| YTD | +14.3% | -7.6% | +21.9% | +14.1% |
| 1Y | +7.5% | +13.8% | -6.3% | +7.1% |
| 3Y | +82.6% | +842.1% | -759.5% | +78.4% |
| 5Y | +81.5% | +407.4% | -325.9% | +77.4% |
| 10Y | +203.2% | +2,079.4% | -1,876.2% | +195.0% |
| All | +203.2% | +2,040.7% | -1,837.5% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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