+358.8%
AEP vs ALM
+3,525.2%
-3,166.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.1% |
| 7D | +0.7% | -7.2% | +7.9% | +0.8% |
| 30D | +4.8% | -26.4% | +31.2% | +4.9% |
| 3M | +5.4% | -38.6% | +44.0% | +5.4% |
| 6M | +0.4% | -61.0% | +61.4% | +0.5% |
| YTD | +15.5% | -7.4% | +22.9% | +15.5% |
| 1Y | +8.5% | +14.0% | -5.4% | +8.4% |
| 3Y | +84.6% | +844.4% | -759.8% | +83.6% |
| 5Y | +86.9% | +410.8% | -323.9% | +85.9% |
| 10Y | +205.1% | +2,084.7% | -1,879.6% | +202.4% |
| All | +358.8% | +3,525.2% | -3,166.4% | +348.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling