+205.1%
AEP vs ECL
+196.0%
+9.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +0.7% | -2.3% | +3.0% | +1.5% |
| 30D | +4.8% | +8.3% | -3.5% | +2.0% |
| 3M | +5.4% | +8.4% | -3.1% | +2.4% |
| 6M | +0.4% | +23.3% | -22.9% | -6.8% |
| YTD | +15.5% | +18.2% | -2.7% | +8.5% |
| 1Y | +8.5% | +18.8% | -10.2% | +1.7% |
| 3Y | +84.6% | +78.5% | +6.1% | +48.0% |
| 5Y | +86.9% | +40.1% | +46.8% | +60.5% |
| 10Y | +205.1% | +196.5% | +8.7% | +113.0% |
| All | +205.1% | +196.0% | +9.1% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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