+167.5%
AEP vs AMBA
-9.0%
+176.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | +1.8% | -11.0% | +12.7% | +2.0% |
| 30D | -0.8% | -23.2% | +22.4% | -0.3% |
| 3M | -1.8% | -12.7% | +10.9% | -1.9% |
| 6M | -5.4% | +11.2% | -16.6% | -6.2% |
| YTD | +10.4% | -11.2% | +21.7% | +10.1% |
| 1Y | +18.2% | -22.5% | +40.7% | +18.0% |
| 3Y | +79.0% | -1.3% | +80.3% | +75.0% |
| 5Y | +64.8% | -54.2% | +119.0% | +61.9% |
| All | +167.5% | -9.0% | +176.6% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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