+65.6%
AEP vs ECL
+29.5%
+36.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.9% |
| 7D | +2.0% | -0.8% | +2.8% | +2.2% |
| 30D | +0.5% | -2.5% | +3.0% | +1.2% |
| 3M | -0.3% | +8.3% | -8.6% | -2.8% |
| 6M | -3.5% | -1.1% | -2.4% | -3.5% |
| YTD | +11.3% | +6.5% | +4.8% | +8.8% |
| 1Y | +20.2% | +2.1% | +18.2% | +18.8% |
| 3Y | +79.8% | +57.6% | +22.2% | +53.8% |
| 5Y | +65.6% | +28.1% | +37.5% | +44.3% |
| All | +65.6% | +29.5% | +36.0% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling