+876.6%
AEP vs AU
+789.2%
+87.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +0.9% | +0.6% | +0.2% | +0.8% |
| 30D | +1.5% | +12.3% | -10.8% | +0.6% |
| 3M | -1.7% | +29.4% | -31.0% | -3.7% |
| 6M | -4.0% | +3.2% | -7.3% | -4.9% |
| YTD | +10.6% | +31.8% | -21.2% | +7.4% |
| 1Y | +18.6% | +83.4% | -64.8% | +12.3% |
| 3Y | +78.7% | +623.1% | -544.4% | +51.5% |
| 5Y | +65.1% | +700.5% | -635.4% | +37.5% |
| 10Y | +177.7% | +717.6% | -539.8% | +122.1% |
| All | +876.6% | +789.2% | +87.4% | +656.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling