+170.8%
AEP vs ESI
+310.7%
-139.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.6% |
| 7D | -1.0% | -2.3% | +1.3% | -0.8% |
| 30D | -0.1% | -9.0% | +8.9% | +0.7% |
| 3M | -3.2% | -13.3% | +10.0% | -2.4% |
| 6M | -5.3% | +5.3% | -10.6% | -6.5% |
| YTD | +9.5% | +37.6% | -28.1% | +5.2% |
| 1Y | +17.5% | +33.6% | -16.1% | +13.0% |
| 3Y | +77.0% | +75.8% | +1.2% | +63.1% |
| 5Y | +66.4% | +68.6% | -2.2% | +52.2% |
| All | +170.8% | +310.7% | -139.9% | +122.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling