+200.9%
AEP vs APD
+187.0%
+13.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.6% | -0.2% | -1.3% | -1.5% |
| 30D | +4.1% | +11.0% | -6.9% | +1.0% |
| 3M | +4.1% | +1.3% | +2.7% | +3.6% |
| 6M | -1.0% | +6.4% | -7.4% | -3.2% |
| YTD | +13.4% | +28.9% | -15.5% | +4.4% |
| 1Y | +6.7% | +23.2% | -16.5% | -0.6% |
| 3Y | +81.3% | +26.3% | +54.9% | +63.0% |
| 5Y | +80.1% | +12.0% | +68.1% | +65.9% |
| 10Y | +200.9% | +183.2% | +17.7% | +111.9% |
| All | +200.9% | +187.0% | +13.9% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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