+80.5%
AEP vs AMT
-20.2%
+100.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.7% |
| 7D | -2.8% | +0.5% | -3.4% | -3.1% |
| 30D | +3.6% | +13.6% | -10.0% | -1.3% |
| 3M | +1.8% | +11.5% | -9.7% | -2.5% |
| 6M | -3.1% | +6.9% | -10.1% | -6.2% |
| YTD | +12.2% | +10.8% | +1.4% | +6.8% |
| 1Y | +9.1% | +10.3% | -1.2% | +3.9% |
| 3Y | +77.9% | +12.4% | +65.5% | +66.1% |
| All | +80.5% | -20.2% | +100.7% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling