+83.0%
AEP vs ECL
+78.6%
+4.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.9% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | +4.5% | +8.8% | -4.3% | +2.3% |
| 3M | +2.8% | +7.8% | -5.0% | +0.9% |
| 6M | -0.7% | +21.3% | -22.0% | -5.5% |
| YTD | +13.8% | +17.8% | -3.9% | +8.8% |
| 1Y | +9.0% | +21.1% | -12.1% | +3.3% |
| 3Y | +83.0% | +80.1% | +2.9% | +40.5% |
| All | +83.0% | +78.6% | +4.4% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling