+211.7%
AEP vs EAT
+320.8%
-109.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +2.9% | -4.0% | +6.9% | +3.0% |
| 30D | +3.2% | -2.9% | +6.1% | +3.2% |
| 3M | +3.8% | -16.9% | +20.7% | +4.4% |
| 6M | +2.5% | +57.0% | -54.5% | +0.5% |
| YTD | +15.5% | +38.2% | -22.7% | +13.6% |
| 1Y | +9.6% | +69.3% | -59.7% | +6.9% |
| 3Y | +91.2% | +483.0% | -391.8% | +74.1% |
| 5Y | +88.2% | +364.1% | -275.9% | +71.0% |
| All | +211.7% | +320.8% | -109.1% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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