+81.5%
AEP vs COMP
-18.6%
+100.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.4% | +7.8% | +0.6% |
| 7D | -0.8% | +7.2% | -8.0% | -1.1% |
| 30D | +4.9% | +6.4% | -1.5% | +4.6% |
| 3M | +4.9% | -19.4% | +24.3% | +5.4% |
| 6M | -0.3% | +14.6% | -14.8% | -1.0% |
| YTD | +14.3% | -5.5% | +19.8% | +13.7% |
| 1Y | +7.5% | +13.7% | -6.1% | +6.2% |
| 3Y | +82.6% | +409.7% | -327.0% | +65.7% |
| 5Y | +81.5% | -17.0% | +98.5% | +69.4% |
| All | +81.5% | -18.6% | +100.1% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling