+81.5%
AEP vs AME
+76.9%
+4.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -0.8% | -4.1% | +3.3% | -0.1% |
| 30D | +4.9% | -4.1% | +9.0% | +5.5% |
| 3M | +4.9% | -5.6% | +10.5% | +5.8% |
| 6M | -0.3% | +2.8% | -3.1% | -1.2% |
| YTD | +14.3% | +16.6% | -2.3% | +9.9% |
| 1Y | +7.5% | +21.1% | -13.6% | +2.6% |
| 3Y | +82.6% | +61.1% | +21.6% | +55.6% |
| 5Y | +81.5% | +76.6% | +4.9% | +41.2% |
| All | +81.5% | +76.9% | +4.6% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling