+83.3%
AEP vs ED
+82.1%
+1.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | -1.5% | -0.1% | -1.5% | -1.6% |
| 30D | +4.5% | +11.6% | -7.1% | -4.8% |
| 3M | +2.8% | +10.5% | -7.7% | -5.6% |
| 6M | -0.7% | +13.2% | -13.9% | -10.7% |
| YTD | +13.8% | +22.1% | -8.3% | -4.0% |
| 1Y | +9.0% | +24.2% | -15.2% | -9.5% |
| 3Y | +83.0% | +46.9% | +36.1% | +28.9% |
| 5Y | +83.3% | +80.8% | +2.5% | +12.4% |
| All | +83.3% | +82.1% | +1.2% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling