+76.8%
AEP vs AU
+574.0%
-497.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.7% |
| 7D | -1.0% | -7.0% | +6.0% | -0.6% |
| 30D | -0.1% | +7.3% | -7.4% | -0.6% |
| 3M | -3.2% | +33.2% | -36.4% | -5.2% |
| 6M | -5.3% | -0.6% | -4.7% | -5.7% |
| YTD | +9.5% | +26.2% | -16.6% | +6.7% |
| 1Y | +17.5% | +68.3% | -50.8% | +11.5% |
| All | +76.8% | +574.0% | -497.1% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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