+67.6%
AEP vs AR
+143.7%
-76.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +1.8% | +2.5% | -0.7% | +1.6% |
| 30D | -0.8% | +14.8% | -15.6% | -1.6% |
| 3M | -1.8% | +6.2% | -8.1% | -2.2% |
| 6M | -5.4% | +4.3% | -9.7% | -5.8% |
| YTD | +10.4% | +14.4% | -3.9% | +9.2% |
| 1Y | +18.2% | +21.3% | -3.2% | +16.2% |
| 3Y | +79.0% | +39.8% | +39.2% | +70.9% |
| All | +67.6% | +143.7% | -76.1% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling