+170.5%
AEP vs AMCR
+14.6%
+155.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | -0.9% | -6.3% | +5.3% | +0.5% |
| 30D | -1.1% | -7.8% | +6.7% | +0.7% |
| 3M | -3.3% | +7.5% | -10.8% | -5.2% |
| 6M | -4.6% | +2.7% | -7.3% | -5.9% |
| YTD | +9.4% | +6.0% | +3.4% | +6.7% |
| 1Y | +16.9% | +7.8% | +9.1% | +13.3% |
| 3Y | +76.6% | +5.8% | +70.8% | +69.8% |
| 5Y | +66.2% | -11.6% | +77.8% | +66.2% |
| All | +170.5% | +14.6% | +155.9% | +144.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling