+2,214.6%
AEP vs ES
+1,243.3%
+971.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | +1.8% | +0.3% | +1.5% | +1.6% |
| 30D | -0.8% | -2.0% | +1.2% | +0.3% |
| 3M | -1.8% | +1.7% | -3.5% | -2.8% |
| 6M | -5.4% | -3.5% | -1.8% | -3.6% |
| YTD | +10.4% | +7.9% | +2.5% | +5.6% |
| 1Y | +18.2% | +17.2% | +1.0% | +6.9% |
| 3Y | +79.0% | +29.3% | +49.7% | +50.3% |
| 5Y | +64.8% | -5.7% | +70.6% | +65.5% |
| 10Y | +170.8% | +85.2% | +85.6% | +90.3% |
| All | +2,214.6% | +1,243.3% | +971.4% | +651.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling