+491.1%
AEP vs CAPR
-99.1%
+590.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.8% | -0.2% |
| 7D | -2.8% | +41.1% | -43.9% | -2.8% |
| 30D | +3.6% | +11.1% | -7.5% | +3.6% |
| 3M | +1.8% | +115.3% | -113.5% | +1.8% |
| 6M | -3.1% | -73.8% | +70.7% | -3.1% |
| YTD | +12.2% | -68.8% | +81.1% | +12.2% |
| 1Y | +9.1% | +43.3% | -34.2% | +9.1% |
| 3Y | +77.9% | +214.7% | -136.8% | +77.5% |
| 5Y | +78.1% | +141.3% | -63.2% | +77.7% |
| 10Y | +187.8% | -67.0% | +254.8% | +185.0% |
| All | +491.1% | -99.1% | +590.2% | +466.6% |
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