+80.5%
AEP vs ES
+1.4%
+79.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +1.5% |
| 7D | -2.8% | +1.9% | -4.7% | -4.0% |
| 30D | +3.6% | +7.1% | -3.4% | -0.7% |
| 3M | +1.8% | -1.9% | +3.7% | +2.8% |
| 6M | -3.1% | +4.4% | -7.5% | -5.8% |
| YTD | +12.2% | +7.3% | +4.9% | +7.1% |
| 1Y | +9.1% | +2.1% | +7.0% | +6.3% |
| 3Y | +77.9% | +41.8% | +36.1% | +33.9% |
| All | +80.5% | +1.4% | +79.1% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling