+79.8%
AEP vs EL
-30.9%
+110.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.8% |
| 7D | +2.0% | +1.7% | +0.3% | +1.9% |
| 30D | +0.5% | +15.5% | -15.0% | -0.1% |
| 3M | -0.3% | +20.6% | -20.9% | -1.1% |
| 6M | -3.5% | +10.5% | -13.9% | -3.9% |
| YTD | +11.3% | -1.9% | +13.1% | +11.1% |
| 1Y | +20.2% | +16.1% | +4.2% | +18.8% |
| 3Y | +79.8% | -30.2% | +110.0% | +87.6% |
| All | +79.8% | -30.9% | +110.7% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling