+66.4%
AEP vs AMP
+118.7%
-52.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -1.0% | -2.0% | +1.0% | -0.8% |
| 30D | -0.1% | -1.7% | +1.6% | +0.1% |
| 3M | -3.2% | +23.2% | -26.4% | -5.4% |
| 6M | -5.3% | +22.2% | -27.5% | -7.4% |
| YTD | +9.5% | +14.0% | -4.5% | +7.7% |
| 1Y | +17.5% | +14.0% | +3.5% | +15.4% |
| 3Y | +77.0% | +67.0% | +10.0% | +58.7% |
| 5Y | +66.4% | +123.2% | -56.8% | +39.3% |
| All | +66.4% | +118.7% | -52.3% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling