+65.6%
AEP vs APD
+26.2%
+39.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | +2.0% | -2.5% | +4.5% | +2.5% |
| 30D | +0.5% | -1.9% | +2.4% | +0.8% |
| 3M | -0.3% | +8.2% | -8.5% | -2.3% |
| 6M | -3.5% | +10.7% | -14.2% | -5.9% |
| YTD | +11.3% | +22.9% | -11.7% | +5.7% |
| 1Y | +20.2% | +5.8% | +14.4% | +18.1% |
| 3Y | +79.8% | +7.8% | +72.0% | +72.4% |
| 5Y | +65.6% | +26.1% | +39.5% | +45.7% |
| All | +65.6% | +26.2% | +39.3% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling