+169.3%
AEP vs CAPR
-77.1%
+246.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.4% | +0.7% |
| 7D | +2.0% | -9.5% | +11.5% | +2.0% |
| 30D | +0.5% | +121.5% | -121.0% | +0.7% |
| 3M | -0.3% | -65.4% | +65.1% | -0.4% |
| 6M | -3.5% | -67.5% | +64.1% | -3.6% |
| YTD | +11.3% | -68.6% | +79.9% | +11.1% |
| 1Y | +20.2% | +42.7% | -22.4% | +21.1% |
| 3Y | +79.8% | +43.4% | +36.4% | +81.6% |
| 5Y | +65.6% | +86.0% | -20.5% | +67.8% |
| 10Y | +169.3% | -77.4% | +246.7% | +176.4% |
| All | +169.3% | -77.1% | +246.4% | +176.4% |
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