+2,214.6%
AEP vs EFX
+6,408.3%
-4,193.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | +1.0% |
| 7D | +1.8% | -8.6% | +10.4% | +3.4% |
| 30D | -0.8% | +0.1% | -0.9% | -1.0% |
| 3M | -1.8% | +3.8% | -5.7% | -3.0% |
| 6M | -5.4% | -13.5% | +8.2% | -3.6% |
| YTD | +10.4% | -17.7% | +28.1% | +13.0% |
| 1Y | +18.2% | -25.6% | +43.7% | +22.8% |
| 3Y | +79.0% | -12.1% | +91.0% | +76.8% |
| 5Y | +64.8% | -33.8% | +98.6% | +68.8% |
| 10Y | +170.8% | +45.1% | +125.7% | +131.5% |
| All | +2,214.6% | +6,408.3% | -4,193.6% | +1,116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling