+211.0%
AEP vs D
+47.7%
+163.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.3% |
| 7D | +2.5% | -3.1% | +5.5% | +4.5% |
| 30D | +3.4% | +8.4% | -5.0% | -2.0% |
| 3M | +4.2% | +0.2% | +4.0% | +3.8% |
| 6M | -0.8% | +9.5% | -10.3% | -6.9% |
| YTD | +15.2% | +18.8% | -3.6% | +2.4% |
| 1Y | +8.3% | +14.7% | -6.4% | -1.7% |
| 3Y | +84.2% | +72.9% | +11.2% | +25.1% |
| 5Y | +87.8% | +13.1% | +74.7% | +69.0% |
| All | +211.0% | +47.7% | +163.3% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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