+170.5%
AEP vs EME
+1,362.1%
-1,191.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.5% |
| 7D | -0.9% | +3.5% | -4.5% | -1.3% |
| 30D | -1.1% | -6.3% | +5.3% | -0.5% |
| 3M | -3.3% | -3.8% | +0.5% | -3.2% |
| 6M | -4.6% | +8.5% | -13.1% | -5.9% |
| YTD | +9.4% | +27.8% | -18.4% | +6.0% |
| 1Y | +16.9% | +22.2% | -5.3% | +13.4% |
| 3Y | +76.6% | +253.5% | -176.8% | +44.7% |
| 5Y | +66.2% | +578.6% | -512.4% | +20.9% |
| All | +170.5% | +1,362.1% | -1,191.6% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling