+2,214.6%
AEP vs ED
+2,217.3%
-2.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.9% |
| 7D | +1.8% | -0.2% | +2.0% | +1.9% |
| 30D | -0.8% | -0.1% | -0.7% | -0.7% |
| 3M | -1.8% | +3.9% | -5.8% | -4.8% |
| 6M | -5.4% | -3.0% | -2.3% | -3.2% |
| YTD | +10.4% | +10.7% | -0.2% | +1.8% |
| 1Y | +18.2% | +13.3% | +4.8% | +6.6% |
| 3Y | +79.0% | +34.5% | +44.5% | +40.4% |
| 5Y | +64.8% | +67.1% | -2.3% | +9.3% |
| 10Y | +170.8% | +103.0% | +67.8% | +50.4% |
| All | +2,214.6% | +2,217.3% | -2.7% | +194.9% |
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