+2,320.5%
AEP vs ED
+2,474.3%
-153.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +0.7% | -0.9% | +1.7% | +1.4% |
| 30D | +4.8% | +11.2% | -6.4% | -3.7% |
| 3M | +5.4% | +11.8% | -6.4% | -3.7% |
| 6M | +0.4% | +14.1% | -13.7% | -9.7% |
| YTD | +15.5% | +23.0% | -7.5% | -2.2% |
| 1Y | +8.5% | +23.7% | -15.1% | -8.6% |
| 3Y | +84.6% | +47.7% | +36.9% | +34.2% |
| 5Y | +86.9% | +82.6% | +4.3% | +15.5% |
| 10Y | +205.1% | +141.8% | +63.4% | +47.5% |
| All | +2,320.5% | +2,474.3% | -153.8% | +183.4% |
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 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