+1,282.9%
AEP vs EL
+1,821.4%
-538.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +2.9% | +1.5% | +1.3% | +2.6% |
| 30D | +3.2% | +10.0% | -6.8% | +1.6% |
| 3M | +3.8% | +28.4% | -24.6% | -0.5% |
| 6M | +2.5% | +37.1% | -34.6% | -3.1% |
| YTD | +15.5% | +7.8% | +7.6% | +12.1% |
| 1Y | +9.6% | +26.0% | -16.4% | +3.6% |
| 3Y | +91.2% | +3.8% | +87.3% | +79.9% |
| 5Y | +88.2% | -65.2% | +153.4% | +110.1% |
| 10Y | +205.1% | +62.1% | +142.9% | +152.6% |
| All | +1,282.9% | +1,821.4% | -538.5% | +694.3% |
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