+203.2%
AEP vs AR
+52.4%
+150.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.7% |
| 7D | -0.8% | -5.8% | +5.0% | -0.6% |
| 30D | +4.9% | +4.8% | +0.1% | +4.7% |
| 3M | +4.9% | +1.5% | +3.4% | +4.8% |
| 6M | -0.3% | +4.7% | -5.0% | -0.5% |
| YTD | +14.3% | +9.2% | +5.1% | +13.7% |
| 1Y | +7.5% | +11.2% | -3.7% | +6.9% |
| 3Y | +82.6% | +46.2% | +36.4% | +78.4% |
| 5Y | +81.5% | +98.1% | -16.6% | +75.2% |
| 10Y | +203.2% | +54.5% | +148.6% | +143.4% |
| All | +203.2% | +52.4% | +150.8% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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