+78.6%
AEP vs ED
+34.3%
+44.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-09 to 2026-09-09.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +1.5% | +1.9% | -0.5% | 0.0% |
| 3M | -1.7% | +1.9% | -3.5% | -3.1% |
| 6M | -4.0% | -2.3% | -1.8% | -2.5% |
| YTD | +10.6% | +10.9% | -0.3% | +2.2% |
| 1Y | +18.6% | +14.5% | +4.1% | +6.5% |
| All | +78.6% | +34.3% | +44.3% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 2023-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ED 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…
2023-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling