+652.8%
AEP vs EFV
+256.4%
+396.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.1% |
| 7D | +2.0% | +1.0% | +1.0% | +1.5% |
| 30D | +0.5% | +0.2% | +0.3% | +0.4% |
| 3M | -0.3% | +9.6% | -9.9% | -4.5% |
| 6M | -3.5% | +14.0% | -17.5% | -9.4% |
| YTD | +11.3% | +18.5% | -7.2% | +2.5% |
| 1Y | +20.2% | +27.9% | -7.7% | +6.9% |
| 3Y | +79.8% | +92.4% | -12.7% | +31.5% |
| 5Y | +65.6% | +97.2% | -31.6% | +18.5% |
| 10Y | +169.3% | +163.0% | +6.3% | +62.6% |
| All | +652.8% | +256.4% | +396.4% | +252.5% |
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