+338.8%
AEP vs ALM
+7,705.7%
-7,367.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | +1.8% | -2.6% | +4.4% | +1.8% |
| 30D | -0.8% | +32.0% | -32.8% | -0.9% |
| 3M | -1.8% | -15.0% | +13.2% | -1.8% |
| 6M | -5.4% | -10.1% | +4.8% | -5.4% |
| YTD | +10.4% | +99.4% | -89.0% | +10.3% |
| 1Y | +18.2% | +316.4% | -298.2% | +17.8% |
| 3Y | +79.0% | +2,022.0% | -1,943.0% | +77.7% |
| 5Y | +64.8% | +941.2% | -876.3% | +63.8% |
| 10Y | +170.8% | +2,950.3% | -2,779.5% | +168.2% |
| All | +338.8% | +7,705.7% | -7,367.0% | +328.6% |
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