+77.9%
AEP vs ES
+46.3%
+31.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +1.2% |
| 7D | -2.8% | +1.9% | -4.7% | -3.8% |
| 30D | +3.6% | +7.1% | -3.4% | +0.2% |
| 3M | +1.8% | -1.9% | +3.7% | +2.6% |
| 6M | -3.1% | +4.4% | -7.5% | -5.1% |
| YTD | +12.2% | +7.3% | +4.9% | +8.5% |
| 1Y | +9.1% | +2.1% | +7.0% | +7.1% |
| 3Y | +77.9% | +41.8% | +36.1% | +44.4% |
| All | +77.9% | +46.3% | +31.6% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling