+1,222.7%
AEP vs EL
+1,685.7%
-463.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.1% | -0.6% |
| 7D | +1.8% | +0.8% | +1.0% | +1.7% |
| 30D | -0.8% | +19.8% | -20.6% | -3.8% |
| 3M | -1.8% | +25.7% | -27.5% | -5.6% |
| 6M | -5.4% | +5.4% | -10.8% | -7.1% |
| YTD | +10.4% | +0.2% | +10.2% | +8.6% |
| 1Y | +18.2% | +20.4% | -2.3% | +12.3% |
| 3Y | +79.0% | -32.1% | +111.1% | +80.7% |
| 5Y | +64.8% | -67.2% | +132.0% | +85.7% |
| 10Y | +170.8% | +31.7% | +139.1% | +132.5% |
| All | +1,222.7% | +1,685.7% | -463.0% | +669.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling