+499.5%
AEP vs CAPR
-99.0%
+598.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.4% | -8.0% | +1.4% |
| 7D | -1.5% | +36.0% | -37.6% | -1.5% |
| 30D | +4.5% | +25.8% | -21.3% | +4.5% |
| 3M | +2.8% | +140.8% | -138.0% | +2.8% |
| 6M | -0.7% | -67.6% | +66.9% | -0.7% |
| YTD | +13.8% | -65.9% | +79.7% | +13.8% |
| 1Y | +9.0% | +66.1% | -57.1% | +8.9% |
| 3Y | +83.0% | +256.9% | -173.9% | +82.6% |
| 5Y | +83.3% | +172.1% | -88.8% | +82.9% |
| 10Y | +194.6% | -64.7% | +259.3% | +191.8% |
| All | +499.5% | -99.0% | +598.5% | +474.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling