+636.7%
AEP vs AMP
+2,108.3%
-1,471.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +2.0% | +2.6% | -0.6% | +1.5% |
| 30D | +0.5% | +0.8% | -0.3% | +0.3% |
| 3M | -0.3% | +24.3% | -24.6% | -4.7% |
| 6M | -3.5% | +20.6% | -24.0% | -7.3% |
| YTD | +11.3% | +14.6% | -3.4% | +7.5% |
| 1Y | +20.2% | +14.5% | +5.7% | +16.0% |
| 3Y | +79.8% | +67.9% | +11.8% | +57.7% |
| 5Y | +65.6% | +122.5% | -56.9% | +34.5% |
| 10Y | +169.3% | +573.3% | -404.0% | +61.6% |
| All | +636.7% | +2,108.3% | -1,471.7% | +191.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling