+2,214.6%
AEP vs APA
+815.8%
+1,398.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.1% |
| 7D | +1.8% | +0.5% | +1.2% | +1.7% |
| 30D | -0.8% | +23.4% | -24.2% | -2.7% |
| 3M | -1.8% | +12.7% | -14.5% | -3.1% |
| 6M | -5.4% | +39.4% | -44.8% | -8.6% |
| YTD | +10.4% | +79.0% | -68.5% | +4.2% |
| 1Y | +18.2% | +88.8% | -70.7% | +10.6% |
| 3Y | +79.0% | +6.4% | +72.6% | +73.6% |
| 5Y | +64.8% | +153.0% | -88.1% | +43.6% |
| 10Y | +170.8% | +7.5% | +163.3% | +129.7% |
| All | +2,214.6% | +815.8% | +1,398.8% | +1,581.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling