+80.4%
AEP vs COMP
-56.6%
+137.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.2% | +6.3% | -1.7% |
| 7D | -2.0% | -1.8% | -0.2% | -2.0% |
| 30D | +4.2% | -0.8% | +4.9% | +4.2% |
| 3M | +1.0% | -28.1% | +29.1% | +1.8% |
| 6M | -6.1% | +27.0% | -33.1% | -7.1% |
| YTD | +12.5% | -12.8% | +25.2% | +12.3% |
| 1Y | +9.1% | +4.9% | +4.2% | +8.2% |
| 3Y | +77.2% | +321.0% | -243.8% | +63.9% |
| 5Y | +78.4% | -25.6% | +104.0% | +60.7% |
| All | +80.4% | -56.6% | +137.0% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling