+205.1%
AEP vs AMBA
+7.9%
+197.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.5% | +1.0% |
| 7D | +0.7% | +2.6% | -1.8% | +0.7% |
| 30D | +4.8% | -3.6% | +8.4% | +4.8% |
| 3M | +5.4% | -24.6% | +30.0% | +5.8% |
| 6M | +0.4% | -21.6% | +22.0% | +0.5% |
| YTD | +15.5% | -11.8% | +27.3% | +15.1% |
| 1Y | +8.5% | -33.2% | +41.7% | +8.9% |
| 3Y | +84.6% | +24.5% | +60.1% | +78.8% |
| 5Y | +86.9% | -67.7% | +154.6% | +86.9% |
| 10Y | +205.1% | +4.7% | +200.4% | +176.4% |
| All | +205.1% | +7.9% | +197.3% | +176.4% |
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