+2,314.9%
AEP vs AME
+18,999.6%
-16,684.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +2.5% | +8.1% | -5.6% | +0.8% |
| 30D | +3.4% | -3.8% | +7.1% | +4.0% |
| 3M | +4.2% | -6.6% | +10.8% | +5.4% |
| 6M | -0.8% | +4.6% | -5.4% | -2.1% |
| YTD | +15.2% | +17.9% | -2.7% | +10.7% |
| 1Y | +8.3% | +23.2% | -14.9% | +3.0% |
| 3Y | +84.2% | +62.9% | +21.2% | +63.2% |
| 5Y | +87.8% | +77.5% | +10.3% | +62.7% |
| 10Y | +204.4% | +444.7% | -240.2% | +105.3% |
| All | +2,314.9% | +18,999.6% | -16,684.7% | +885.3% |
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