+205.1%
AEP vs D
+47.5%
+157.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.4% |
| 7D | +0.7% | -2.4% | +3.2% | +2.3% |
| 30D | +4.8% | +9.0% | -4.2% | -1.0% |
| 3M | +5.4% | +1.0% | +4.4% | +4.5% |
| 6M | +0.4% | +11.0% | -10.6% | -6.7% |
| YTD | +15.5% | +19.8% | -4.3% | +2.1% |
| 1Y | +8.5% | +16.0% | -7.4% | -2.2% |
| 3Y | +84.6% | +74.4% | +10.3% | +24.7% |
| 5Y | +86.9% | +13.5% | +73.4% | +67.8% |
| 10Y | +205.1% | +48.4% | +156.8% | +116.6% |
| All | +205.1% | +47.5% | +157.7% | +116.6% |
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