+170.8%
AEP vs AME
+427.9%
-257.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -0.1% | -8.6% | +8.5% | +2.0% |
| 3M | -3.2% | +5.8% | -9.0% | -4.6% |
| 6M | -5.3% | +3.8% | -9.1% | -6.5% |
| YTD | +9.5% | +14.4% | -4.9% | +5.5% |
| 1Y | +17.5% | +25.8% | -8.3% | +10.4% |
| 3Y | +77.0% | +55.2% | +21.8% | +54.7% |
| 5Y | +66.4% | +85.5% | -19.1% | +37.0% |
| All | +170.8% | +427.9% | -257.1% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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