+170.5%
AEP vs EFX
+42.6%
+127.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -0.9% | -4.5% | +3.6% | -0.1% |
| 30D | -1.1% | -6.1% | +5.0% | -0.1% |
| 3M | -3.3% | +6.2% | -9.5% | -4.9% |
| 6M | -4.6% | -11.2% | +6.6% | -3.3% |
| YTD | +9.4% | -21.4% | +30.8% | +13.1% |
| 1Y | +16.9% | -34.3% | +51.3% | +25.3% |
| 3Y | +76.6% | -12.5% | +89.2% | +72.7% |
| 5Y | +66.2% | -35.6% | +101.8% | +70.2% |
| All | +170.5% | +42.6% | +127.9% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling