+67.3%
AEP vs EQT
+197.4%
-130.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | -1.0% | -1.2% | +0.2% | -0.9% |
| 30D | -0.1% | +1.1% | -1.2% | -0.2% |
| 3M | -3.2% | +4.8% | -8.0% | -3.6% |
| 6M | -5.3% | -10.6% | +5.3% | -4.6% |
| YTD | +9.5% | +3.4% | +6.1% | +9.0% |
| 1Y | +17.5% | +8.7% | +8.8% | +16.3% |
| 3Y | +77.0% | +35.0% | +42.0% | +69.8% |
| All | +67.3% | +197.4% | -130.0% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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