+170.5%
AEP vs APA
-2.4%
+172.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.1% |
| 7D | -0.9% | +4.6% | -5.5% | -1.1% |
| 30D | -1.1% | +11.9% | -13.0% | -1.4% |
| 3M | -3.3% | +22.5% | -25.7% | -3.9% |
| 6M | -4.6% | +37.5% | -42.2% | -5.6% |
| YTD | +9.4% | +87.2% | -77.7% | +7.2% |
| 1Y | +16.9% | +101.4% | -84.5% | +14.3% |
| 3Y | +76.6% | +16.9% | +59.7% | +74.5% |
| 5Y | +66.2% | +178.4% | -112.3% | +60.0% |
| All | +170.5% | -2.4% | +172.9% | +147.2% |
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