+2,285.8%
AEP vs APD
+6,318.0%
-4,032.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.9% |
| 7D | -1.5% | -1.6% | 0.0% | -1.1% |
| 30D | +4.5% | +10.6% | -6.1% | +1.7% |
| 3M | +2.8% | +2.5% | +0.3% | +2.0% |
| 6M | -0.7% | +6.0% | -6.6% | -2.6% |
| YTD | +13.8% | +28.4% | -14.6% | +5.6% |
| 1Y | +9.0% | +22.2% | -13.2% | +2.3% |
| 3Y | +83.0% | +26.6% | +56.4% | +66.7% |
| 5Y | +83.3% | +11.8% | +71.5% | +70.7% |
| 10Y | +194.6% | +187.8% | +6.8% | +107.3% |
| All | +2,285.8% | +6,318.0% | -4,032.2% | +666.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling