+65.6%
AEP vs ALM
+1,033.0%
-967.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.8% | -8.1% | +0.6% |
| 7D | +2.0% | +8.4% | -6.4% | +1.9% |
| 30D | +0.5% | +34.8% | -34.3% | +0.1% |
| 3M | -0.3% | +16.2% | -16.5% | -0.7% |
| 6M | -3.5% | +2.1% | -5.6% | -3.8% |
| YTD | +11.3% | +117.0% | -105.8% | +9.6% |
| 1Y | +20.2% | +313.9% | -293.6% | +17.2% |
| 3Y | +79.8% | +2,327.9% | -2,248.2% | +67.8% |
| 5Y | +65.6% | +1,040.6% | -975.1% | +58.0% |
| All | +65.6% | +1,033.0% | -967.5% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling