+211.0%
AEP vs CAPR
-63.2%
+274.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.7% | +8.5% | -0.2% |
| 7D | +2.5% | +19.1% | -16.6% | +2.5% |
| 30D | +3.4% | +48.8% | -45.5% | +3.5% |
| 3M | +4.2% | +144.4% | -140.2% | +4.4% |
| 6M | -0.8% | -67.5% | +66.7% | -0.9% |
| YTD | +15.2% | -64.5% | +79.8% | +15.2% |
| 1Y | +8.3% | +74.4% | -66.1% | +9.1% |
| 3Y | +84.2% | +265.7% | -181.5% | +86.7% |
| 5Y | +87.8% | +196.0% | -108.1% | +90.7% |
| All | +211.0% | -63.2% | +274.2% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling