+18.6%
AEP vs APA
+112.9%
-94.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -0.6% |
| 7D | +0.9% | +0.3% | +0.6% | +0.9% |
| 30D | +1.5% | +9.3% | -7.8% | +1.6% |
| 3M | -1.7% | +23.3% | -25.0% | -1.5% |
| 6M | -4.0% | +39.5% | -43.5% | -3.5% |
| YTD | +10.6% | +87.6% | -77.0% | +10.8% |
| All | +18.6% | +112.9% | -94.2% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling