+2,214.6%
AEP vs AME
+18,709.1%
-16,494.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | +1.8% | +0.6% | +1.2% | +1.7% |
| 30D | -0.8% | -6.7% | +5.9% | +0.6% |
| 3M | -1.8% | +4.1% | -5.9% | -2.8% |
| 6M | -5.4% | +1.6% | -6.9% | -6.0% |
| YTD | +10.4% | +16.1% | -5.7% | +6.6% |
| 1Y | +18.2% | +27.3% | -9.2% | +11.7% |
| 3Y | +79.0% | +50.9% | +28.1% | +61.5% |
| 5Y | +64.8% | +81.4% | -16.5% | +42.4% |
| 10Y | +170.8% | +417.0% | -246.1% | +84.8% |
| All | +2,214.6% | +18,709.1% | -16,494.5% | +849.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling