+211.7%
AEP vs APA
+8.7%
+203.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.2% |
| 7D | +2.9% | +8.5% | -5.7% | +2.6% |
| 30D | +3.2% | +2.8% | +0.4% | +3.1% |
| 3M | +3.8% | +21.7% | -17.9% | +3.2% |
| 6M | +2.5% | +32.6% | -30.1% | +1.6% |
| YTD | +15.5% | +103.7% | -88.2% | +12.8% |
| 1Y | +9.6% | +101.8% | -92.2% | +7.1% |
| 3Y | +91.2% | +48.1% | +43.1% | +87.5% |
| 5Y | +88.2% | +91.9% | -3.7% | +82.6% |
| All | +211.7% | +8.7% | +203.0% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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