+77.2%
AEP vs COMP
-47.7%
+124.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +1.8% | +1.4% | +0.4% | +1.7% |
| 30D | -0.8% | -13.3% | +12.5% | -0.5% |
| 3M | -1.8% | +41.1% | -42.9% | -2.9% |
| 6M | -5.4% | +17.2% | -22.5% | -6.1% |
| YTD | +10.4% | +5.2% | +5.2% | +9.8% |
| 1Y | +18.2% | +18.9% | -0.8% | +16.8% |
| 3Y | +79.0% | +215.9% | -137.0% | +67.3% |
| 5Y | +64.8% | -31.2% | +96.0% | +46.2% |
| All | +77.2% | -47.7% | +124.8% | +58.3% |
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