+211.0%
AEP vs ED
+143.7%
+67.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | +2.5% | -1.7% | +4.2% | +3.8% |
| 30D | +3.4% | +10.7% | -7.3% | -4.8% |
| 3M | +4.2% | +11.6% | -7.4% | -4.7% |
| 6M | -0.8% | +13.5% | -14.3% | -10.5% |
| YTD | +15.2% | +23.1% | -7.9% | -2.6% |
| 1Y | +8.3% | +23.1% | -14.8% | -8.5% |
| 3Y | +84.2% | +47.9% | +36.2% | +33.3% |
| 5Y | +87.8% | +83.9% | +3.9% | +15.6% |
| All | +211.0% | +143.7% | +67.3% | +48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling