+65.6%
AEP vs APA
+156.3%
-90.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.7% |
| 7D | +2.0% | -1.7% | +3.7% | +2.1% |
| 30D | +0.5% | +15.7% | -15.2% | 0.0% |
| 3M | -0.3% | +16.5% | -16.8% | -1.0% |
| 6M | -3.5% | +35.1% | -38.6% | -4.8% |
| YTD | +11.3% | +82.2% | -71.0% | +8.2% |
| 1Y | +20.2% | +102.5% | -82.2% | +16.2% |
| 3Y | +79.8% | +10.3% | +69.5% | +78.6% |
| 5Y | +65.6% | +166.1% | -100.6% | +62.0% |
| All | +65.6% | +156.3% | -90.7% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling