+211.0%
AEP vs APA
+7.0%
+204.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.3% |
| 7D | +2.5% | +9.6% | -7.2% | +2.2% |
| 30D | +3.4% | -0.2% | +3.6% | +3.4% |
| 3M | +4.2% | +19.8% | -15.6% | +3.6% |
| 6M | -0.8% | +30.1% | -30.9% | -1.7% |
| YTD | +15.2% | +100.4% | -85.2% | +12.7% |
| 1Y | +8.3% | +105.2% | -96.9% | +5.8% |
| 3Y | +84.2% | +44.6% | +39.6% | +80.8% |
| 5Y | +87.8% | +88.8% | -1.0% | +82.3% |
| All | +211.0% | +7.0% | +204.1% | +187.1% |
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