+66.4%
AEP vs EME
+540.8%
-474.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -1.0% | +0.9% | -1.9% | -1.0% |
| 30D | -0.1% | -8.4% | +8.3% | +0.2% |
| 3M | -3.2% | -3.6% | +0.4% | -3.2% |
| 6M | -5.3% | +3.6% | -8.8% | -5.6% |
| YTD | +9.5% | +22.5% | -13.0% | +8.3% |
| 1Y | +17.5% | +18.2% | -0.7% | +16.2% |
| 3Y | +77.0% | +238.4% | -161.4% | +51.3% |
| 5Y | +66.4% | +550.5% | -484.1% | +21.0% |
| All | +66.4% | +540.8% | -474.4% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling