+170.5%
AEP vs EL
+26.1%
+144.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -0.9% | -6.5% | +5.5% | -0.2% |
| 30D | -1.1% | +11.1% | -12.2% | -2.6% |
| 3M | -3.3% | +10.7% | -14.0% | -4.8% |
| 6M | -4.6% | +6.9% | -11.5% | -6.1% |
| YTD | +9.4% | -6.3% | +15.7% | +9.0% |
| 1Y | +16.9% | +13.5% | +3.5% | +12.9% |
| 3Y | +76.6% | -33.1% | +109.7% | +81.3% |
| 5Y | +66.2% | -68.8% | +134.9% | +95.6% |
| All | +170.5% | +26.1% | +144.4% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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