+177.7%
AEP vs AMT
+96.3%
+81.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +0.9% | +1.5% | -0.6% | +0.3% |
| 30D | +1.5% | +3.7% | -2.2% | -0.2% |
| 3M | -1.7% | -7.2% | +5.5% | +1.0% |
| 6M | -4.0% | -4.2% | +0.1% | -3.1% |
| YTD | +10.6% | +1.9% | +8.7% | +8.4% |
| 1Y | +18.6% | -6.4% | +25.0% | +20.3% |
| 3Y | +78.7% | +7.7% | +71.0% | +66.9% |
| 5Y | +65.1% | -30.9% | +96.0% | +85.5% |
| 10Y | +177.7% | +105.4% | +72.3% | +87.4% |
| All | +177.7% | +96.3% | +81.4% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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