+802.9%
AEP vs AMT
+1,311.4%
-508.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | -0.8% | +4.6% | -5.4% | -1.4% |
| 3M | -1.8% | -8.4% | +6.6% | -0.8% |
| 6M | -5.4% | -6.0% | +0.7% | -4.8% |
| YTD | +10.4% | +2.1% | +8.3% | +9.8% |
| 1Y | +18.2% | -6.4% | +24.5% | +18.8% |
| 3Y | +79.0% | +8.1% | +70.9% | +76.1% |
| 5Y | +64.8% | -31.9% | +96.8% | +71.3% |
| 10Y | +170.8% | +97.1% | +73.7% | +150.5% |
| All | +802.9% | +1,311.4% | -508.4% | +518.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling