+2,294.8%
AEP vs ED
+2,476.3%
-181.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.2% |
| 7D | -0.8% | +2.1% | -2.9% | -2.5% |
| 30D | +4.9% | +12.4% | -7.5% | -4.5% |
| 3M | +4.9% | +13.1% | -8.3% | -5.0% |
| 6M | -0.3% | +14.1% | -14.3% | -10.3% |
| YTD | +14.3% | +23.1% | -8.8% | -3.3% |
| 1Y | +7.5% | +25.4% | -17.9% | -10.4% |
| 3Y | +82.6% | +47.9% | +34.8% | +32.7% |
| 5Y | +81.5% | +81.9% | -0.4% | +12.5% |
| 10Y | +203.2% | +141.3% | +61.9% | +46.7% |
| All | +2,294.8% | +2,476.3% | -181.4% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling