+65.6%
AEP vs ESI
+77.4%
-11.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.7% |
| 7D | +2.0% | +5.4% | -3.4% | +1.6% |
| 30D | +0.5% | -4.2% | +4.7% | +0.8% |
| 3M | -0.3% | -9.6% | +9.3% | +0.1% |
| 6M | -3.5% | +18.3% | -21.8% | -5.9% |
| YTD | +11.3% | +45.8% | -34.6% | +6.0% |
| 1Y | +20.2% | +39.2% | -18.9% | +14.9% |
| 3Y | +79.8% | +86.3% | -6.5% | +60.9% |
| 5Y | +65.6% | +76.2% | -10.7% | +44.6% |
| All | +65.6% | +77.4% | -11.9% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling