+458.6%
AEP vs AMCR
+102.7%
+355.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.1% |
| 7D | +2.0% | -1.8% | +3.8% | +2.3% |
| 30D | +0.5% | -6.0% | +6.5% | +1.6% |
| 3M | -0.3% | +18.9% | -19.2% | -3.6% |
| 6M | -3.5% | +5.7% | -9.1% | -4.9% |
| YTD | +11.3% | +11.1% | +0.2% | +8.3% |
| 1Y | +20.2% | +14.4% | +5.8% | +16.1% |
| 3Y | +79.8% | +13.0% | +66.8% | +72.8% |
| 5Y | +65.6% | -7.5% | +73.1% | +64.4% |
| 10Y | +169.3% | +20.1% | +149.2% | +150.7% |
| All | +458.6% | +102.7% | +355.8% | +418.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling