+9.6%
AEP vs AMRZ
-16.6%
+26.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.9% | -2.1% | +5.0% | +3.0% |
| 30D | +3.2% | +13.0% | -9.8% | +2.8% |
| 3M | +3.8% | -12.1% | +15.9% | +4.1% |
| 6M | +2.5% | -19.1% | +21.6% | +3.0% |
| YTD | +15.5% | -23.3% | +38.7% | +15.8% |
| 1Y | +9.6% | -16.6% | +26.2% | +10.0% |
| All | +9.6% | -16.6% | +26.2% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling