+170.8%
AEP vs EIX
+21.5%
+149.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -1.0% | +0.8% | -1.8% | -1.4% |
| 30D | -0.1% | -18.8% | +18.7% | +6.1% |
| 3M | -3.2% | -19.7% | +16.5% | +3.0% |
| 6M | -5.3% | -18.2% | +12.9% | -0.1% |
| YTD | +9.5% | -1.7% | +11.3% | +6.9% |
| 1Y | +17.5% | +7.8% | +9.7% | +10.0% |
| 3Y | +77.0% | -5.6% | +82.6% | +70.8% |
| 5Y | +66.4% | +23.7% | +42.7% | +42.9% |
| All | +170.8% | +21.5% | +149.3% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EIX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling