+681.3%
AEP vs EFV
+249.2%
+432.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +2.9% | +2.5% | +0.3% | +1.7% |
| 30D | +3.2% | +2.9% | +0.3% | +1.8% |
| 3M | +3.8% | -1.4% | +5.2% | +4.4% |
| 6M | +2.5% | +5.5% | -3.0% | -0.2% |
| YTD | +15.5% | +16.1% | -0.6% | +7.3% |
| 1Y | +9.6% | +20.3% | -10.7% | +0.2% |
| 3Y | +91.2% | +90.4% | +0.7% | +40.4% |
| 5Y | +88.2% | +93.5% | -5.3% | +35.8% |
| 10Y | +205.1% | +161.5% | +43.6% | +84.5% |
| All | +681.3% | +249.2% | +432.1% | +268.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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