+67.6%
AEP vs ASX
+429.3%
-361.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +1.8% | -0.7% | +2.5% | +1.8% |
| 30D | -0.8% | +2.0% | -2.8% | -0.8% |
| 3M | -1.8% | -1.3% | -0.5% | -1.9% |
| 6M | -5.4% | +71.4% | -76.8% | -6.2% |
| YTD | +10.4% | +135.3% | -124.9% | +9.1% |
| 1Y | +18.2% | +267.5% | -249.3% | +16.1% |
| 3Y | +79.0% | +388.5% | -309.5% | +70.8% |
| All | +67.6% | +429.3% | -361.7% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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