+81.9%
AEP vs COMP
-53.0%
+134.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.4% | +7.0% | -0.2% |
| 7D | -1.6% | +7.2% | -8.7% | -1.8% |
| 30D | +4.1% | +6.4% | -2.3% | +3.8% |
| 3M | +4.1% | -19.4% | +23.5% | +4.6% |
| 6M | -1.0% | +14.6% | -15.6% | -1.7% |
| YTD | +13.4% | -5.5% | +18.9% | +13.0% |
| 1Y | +6.7% | +13.7% | -6.9% | +5.5% |
| 3Y | +81.3% | +409.7% | -328.4% | +66.6% |
| 5Y | +80.1% | -17.0% | +97.1% | +62.0% |
| All | +81.9% | -53.0% | +134.9% | +62.9% |
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