+2,252.4%
AEP vs D
+2,450.0%
-197.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.9% |
| 7D | -2.8% | +3.0% | -5.8% | -5.0% |
| 30D | +3.6% | +11.5% | -7.8% | -4.5% |
| 3M | +1.8% | +3.7% | -1.9% | -1.2% |
| 6M | -3.1% | +13.5% | -16.7% | -12.4% |
| YTD | +12.2% | +20.7% | -8.5% | -3.1% |
| 1Y | +9.1% | +18.2% | -9.1% | -4.5% |
| 3Y | +77.9% | +73.3% | +4.6% | +14.4% |
| 5Y | +78.1% | +12.3% | +65.8% | +56.5% |
| 10Y | +187.8% | +43.4% | +144.4% | +99.4% |
| All | +2,252.4% | +2,450.0% | -197.6% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling