+203.2%
AEP vs AMBA
+4.3%
+198.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.4% |
| 7D | -0.8% | -2.6% | +1.8% | -0.8% |
| 30D | +4.9% | -10.5% | +15.4% | +5.1% |
| 3M | +4.9% | -26.4% | +31.3% | +5.4% |
| 6M | -0.3% | -20.9% | +20.6% | -0.3% |
| YTD | +14.3% | -14.8% | +29.1% | +13.9% |
| 1Y | +7.5% | -36.1% | +43.6% | +7.9% |
| 3Y | +82.6% | +20.2% | +62.4% | +77.0% |
| 5Y | +81.5% | -67.2% | +148.7% | +81.2% |
| 10Y | +203.2% | +5.0% | +198.2% | +175.5% |
| All | +203.2% | +4.3% | +198.8% | +175.5% |
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