+169.3%
AEP vs AMC
-98.9%
+268.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.7% |
| 7D | +2.0% | -0.8% | +2.8% | +2.0% |
| 30D | +0.5% | -1.2% | +1.7% | +0.5% |
| 3M | -0.3% | +42.2% | -42.5% | -0.5% |
| 6M | -3.5% | +118.8% | -122.3% | -3.8% |
| YTD | +11.3% | +64.1% | -52.8% | +11.0% |
| 1Y | +20.2% | -9.5% | +29.8% | +20.2% |
| 3Y | +79.8% | -64.3% | +144.1% | +79.7% |
| 5Y | +65.6% | -99.5% | +165.0% | +66.9% |
| 10Y | +169.3% | -98.9% | +268.2% | +152.9% |
| All | +169.3% | -98.9% | +268.2% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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