+211.7%
AEP vs ECL
+197.5%
+14.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.3% |
| 7D | +2.9% | +2.9% | 0.0% | +1.9% |
| 30D | +3.2% | +7.5% | -4.3% | +0.7% |
| 3M | +3.8% | +12.2% | -8.4% | -0.3% |
| 6M | +2.5% | +24.6% | -22.1% | -5.1% |
| YTD | +15.5% | +18.8% | -3.3% | +8.3% |
| 1Y | +9.6% | +19.3% | -9.7% | +2.5% |
| 3Y | +91.2% | +78.2% | +13.0% | +53.4% |
| 5Y | +88.2% | +38.8% | +49.4% | +62.2% |
| All | +211.7% | +197.5% | +14.1% | +122.7% |
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