+17.5%
AEP vs EAT
+38.2%
-20.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -1.0% | -6.2% | +5.2% | -1.1% |
| 30D | -0.1% | -3.0% | +2.9% | -0.2% |
| 3M | -3.2% | +45.6% | -48.8% | -2.8% |
| 6M | -5.3% | +53.5% | -58.8% | -4.6% |
| YTD | +9.5% | +49.6% | -40.1% | +9.9% |
| 1Y | +17.5% | +38.9% | -21.4% | +21.4% |
| All | +17.5% | +38.2% | -20.7% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling