+71.9%
AEP vs AUR
-35.0%
+106.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +0.9% | +11.1% | -10.2% | +0.9% |
| 30D | +1.5% | -6.9% | +8.4% | +1.5% |
| 3M | -1.7% | +5.5% | -7.2% | -1.7% |
| 6M | -4.0% | +41.0% | -45.0% | -4.1% |
| YTD | +10.6% | +69.3% | -58.7% | +10.4% |
| 1Y | +18.6% | +14.0% | +4.6% | +18.6% |
| 3Y | +78.7% | +90.1% | -11.4% | +74.0% |
| 5Y | +65.1% | -34.4% | +99.5% | +56.5% |
| All | +71.9% | -35.0% | +106.9% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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