+2,320.5%
AEP vs APA
+905.9%
+1,414.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.8% |
| 7D | +0.7% | +5.1% | -4.3% | +0.3% |
| 30D | +4.8% | +0.3% | +4.5% | +4.7% |
| 3M | +5.4% | +15.6% | -10.3% | +3.8% |
| 6M | +0.4% | +28.9% | -28.5% | -2.2% |
| YTD | +15.5% | +96.6% | -81.1% | +7.9% |
| 1Y | +8.5% | +95.5% | -87.0% | +1.4% |
| 3Y | +84.6% | +41.8% | +42.8% | +74.3% |
| 5Y | +86.9% | +85.4% | +1.5% | +68.1% |
| 10Y | +205.1% | +4.5% | +200.6% | +161.3% |
| All | +2,320.5% | +905.9% | +1,414.6% | +1,641.5% |
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