+82.6%
AEP vs COMP
-49.2%
+131.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +1.3% |
| 7D | -1.5% | +14.5% | -16.1% | -1.9% |
| 30D | +4.5% | +14.9% | -10.4% | +4.0% |
| 3M | +2.8% | -14.2% | +17.1% | +3.2% |
| 6M | -0.7% | +23.7% | -24.4% | -1.5% |
| YTD | +13.8% | +2.1% | +11.8% | +13.2% |
| 1Y | +9.0% | +26.2% | -17.2% | +7.5% |
| 3Y | +83.0% | +470.9% | -387.9% | +67.6% |
| 5Y | +83.3% | -14.0% | +97.3% | +64.2% |
| All | +82.6% | -49.2% | +131.8% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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