+65.1%
AEP vs EL
-68.4%
+133.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.4% |
| 7D | +0.9% | -2.4% | +3.2% | +1.0% |
| 30D | +1.5% | +13.7% | -12.2% | +0.4% |
| 3M | -1.7% | +14.5% | -16.2% | -2.8% |
| 6M | -4.0% | +7.4% | -11.4% | -4.9% |
| YTD | +10.6% | -4.7% | +15.3% | +10.3% |
| 1Y | +18.6% | +12.9% | +5.7% | +16.3% |
| 3Y | +78.7% | -32.2% | +110.9% | +83.3% |
| 5Y | +65.1% | -68.4% | +133.5% | +84.2% |
| All | +65.1% | -68.4% | +133.5% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling