+169.3%
AEP vs AR
+45.1%
+124.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +0.8% |
| 7D | +2.0% | -1.8% | +3.8% | +2.1% |
| 30D | +0.5% | +12.6% | -12.1% | +0.1% |
| 3M | -0.3% | +10.0% | -10.3% | -0.7% |
| 6M | -3.5% | +0.6% | -4.1% | -3.6% |
| YTD | +11.3% | +13.4% | -2.1% | +10.6% |
| 1Y | +20.2% | +21.7% | -1.5% | +19.1% |
| 3Y | +79.8% | +45.8% | +33.9% | +75.6% |
| 5Y | +65.6% | +144.3% | -78.7% | +58.8% |
| 10Y | +169.3% | +41.8% | +127.5% | +127.7% |
| All | +169.3% | +45.1% | +124.2% | +127.7% |
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