+121.4%
AEP vs EQX
+232.0%
-110.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.2% |
| 7D | -0.9% | -3.2% | +2.3% | -0.8% |
| 30D | -1.1% | +7.8% | -8.8% | -1.5% |
| 3M | -3.3% | +21.3% | -24.6% | -4.4% |
| 6M | -4.6% | -22.4% | +17.8% | -3.8% |
| YTD | +9.4% | -11.3% | +20.7% | +9.3% |
| 1Y | +16.9% | +13.5% | +3.4% | +14.9% |
| 3Y | +76.6% | +162.1% | -85.5% | +62.9% |
| 5Y | +66.2% | +84.2% | -18.0% | +52.5% |
| All | +121.4% | +232.0% | -110.6% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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