+80.5%
AEP vs AMC
-99.3%
+179.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -2.8% | +2.6% | -5.4% | -2.8% |
| 30D | +3.6% | +9.0% | -5.4% | +3.6% |
| 3M | +1.8% | +22.2% | -20.4% | +1.6% |
| 6M | -3.1% | +91.5% | -94.6% | -3.8% |
| YTD | +12.2% | +101.3% | -89.0% | +11.3% |
| 1Y | +9.1% | +20.8% | -11.6% | +8.7% |
| 3Y | +77.9% | -71.3% | +149.2% | +79.3% |
| All | +80.5% | -99.3% | +179.8% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling