+67.2%
AEP vs ALNY
+30.5%
+36.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -0.9% | -6.5% | +5.6% | -0.7% |
| 30D | -1.1% | +11.0% | -12.1% | -1.5% |
| 3M | -3.3% | -14.1% | +10.8% | -2.9% |
| 6M | -4.6% | -22.4% | +17.8% | -4.0% |
| YTD | +9.4% | -37.5% | +46.9% | +11.1% |
| 1Y | +16.9% | -46.9% | +63.9% | +19.5% |
| 3Y | +76.6% | +22.1% | +54.6% | +73.1% |
| All | +67.2% | +30.5% | +36.6% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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