+211.0%
AEP vs AMT
+134.2%
+76.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +2.5% | -2.2% | +4.6% | +3.4% |
| 30D | +3.4% | +5.8% | -2.4% | +0.8% |
| 3M | +4.2% | +12.6% | -8.4% | -1.4% |
| 6M | -0.8% | +8.3% | -9.1% | -5.1% |
| YTD | +15.2% | +11.4% | +3.8% | +8.3% |
| 1Y | +8.3% | +7.7% | +0.6% | +3.2% |
| 3Y | +84.2% | +14.8% | +69.4% | +67.6% |
| 5Y | +87.8% | -18.0% | +105.8% | +94.5% |
| All | +211.0% | +134.2% | +76.9% | +103.3% |
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