+10.8%
AEP vs ESI
+27.8%
-17.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.2% | -0.5% |
| 7D | +0.8% | -6.6% | +7.4% | +0.8% |
| 30D | +7.9% | -10.9% | +18.9% | +8.0% |
| 3M | +1.5% | -13.8% | +15.3% | +1.4% |
| 6M | -2.6% | -21.5% | +19.0% | -2.8% |
| YTD | +14.7% | +34.7% | -20.0% | +13.2% |
| 1Y | +10.8% | +24.9% | -14.1% | +9.5% |
| All | +10.8% | +27.8% | -17.1% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling