+1,268.6%
AEP vs EL
+1,850.3%
-581.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | -0.8% | +7.6% | -8.4% | -1.9% |
| 30D | +4.9% | +15.7% | -10.8% | +2.5% |
| 3M | +4.9% | +30.5% | -25.7% | +0.2% |
| 6M | -0.3% | +32.5% | -32.8% | -5.3% |
| YTD | +14.3% | +9.4% | +4.8% | +10.7% |
| 1Y | +7.5% | +28.4% | -20.8% | +1.3% |
| 3Y | +82.6% | +4.4% | +78.2% | +71.8% |
| 5Y | +81.5% | -64.5% | +146.0% | +102.0% |
| 10Y | +203.2% | +64.9% | +138.3% | +150.4% |
| All | +1,268.6% | +1,850.3% | -581.7% | +684.3% |
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 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