+170.5%
AEP vs AMP
+589.3%
-418.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.2% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | -1.1% | -1.3% | +0.3% | -0.9% |
| 3M | -3.3% | +24.2% | -27.5% | -6.9% |
| 6M | -4.6% | +24.6% | -29.2% | -8.3% |
| YTD | +9.4% | +14.8% | -5.4% | +6.3% |
| 1Y | +16.9% | +12.8% | +4.2% | +13.8% |
| 3Y | +76.6% | +69.0% | +7.7% | +56.7% |
| 5Y | +66.2% | +124.9% | -58.7% | +37.1% |
| All | +170.5% | +589.3% | -418.8% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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