+169.3%
AEP vs ES
+85.1%
+84.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.3% |
| 7D | +2.0% | +1.4% | +0.6% | +1.1% |
| 30D | +0.5% | -1.2% | +1.7% | +1.3% |
| 3M | -0.3% | +5.0% | -5.3% | -3.5% |
| 6M | -3.5% | -2.8% | -0.6% | -1.9% |
| YTD | +11.3% | +8.6% | +2.7% | +4.9% |
| 1Y | +20.2% | +18.9% | +1.3% | +4.9% |
| 3Y | +79.8% | +32.1% | +47.6% | +41.2% |
| 5Y | +65.6% | -5.1% | +70.6% | +65.8% |
| 10Y | +169.3% | +84.2% | +85.1% | +52.0% |
| All | +169.3% | +85.1% | +84.2% | +52.0% |
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