+348.1%
AEP vs AR
-27.2%
+375.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +1.8% | +2.5% | -0.7% | +1.7% |
| 30D | -0.8% | +14.8% | -15.6% | -1.3% |
| 3M | -1.8% | +6.2% | -8.1% | -2.1% |
| 6M | -5.4% | +4.3% | -9.7% | -5.6% |
| YTD | +10.4% | +14.4% | -3.9% | +9.8% |
| 1Y | +18.2% | +21.3% | -3.2% | +17.1% |
| 3Y | +79.0% | +39.8% | +39.2% | +75.3% |
| 5Y | +64.8% | +142.1% | -77.2% | +58.3% |
| 10Y | +170.8% | +52.0% | +118.8% | +139.5% |
| All | +348.1% | -27.2% | +375.4% | +309.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling