+194.6%
AEP vs ES
+82.6%
+112.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.8% |
| 7D | -1.5% | -0.1% | -1.4% | -1.6% |
| 30D | +4.5% | +5.7% | -1.2% | +0.6% |
| 3M | +2.8% | -2.8% | +5.6% | +4.6% |
| 6M | -0.7% | +7.0% | -7.6% | -5.3% |
| YTD | +13.8% | +6.8% | +7.1% | +8.3% |
| 1Y | +9.0% | -0.5% | +9.4% | +7.6% |
| 3Y | +83.0% | +47.2% | +35.8% | +32.9% |
| 5Y | +83.3% | +2.3% | +81.0% | +73.7% |
| 10Y | +194.6% | +85.6% | +108.9% | +66.4% |
| All | +194.6% | +82.6% | +112.0% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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