+91.2%
AEP vs AR
+48.6%
+42.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.9% | +7.4% | -4.5% | +2.7% |
| 30D | +3.2% | +5.8% | -2.6% | +3.1% |
| 3M | +3.8% | +5.2% | -1.4% | +3.7% |
| 6M | +2.5% | +5.4% | -2.9% | +2.4% |
| YTD | +15.5% | +12.4% | +3.1% | +15.1% |
| 1Y | +9.6% | +12.8% | -3.2% | +9.2% |
| 3Y | +91.2% | +47.2% | +44.0% | +78.0% |
| All | +91.2% | +48.6% | +42.6% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling