+337.3%
AEP vs ESI
+224.6%
+112.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.4% |
| 7D | +1.8% | +3.3% | -1.5% | +1.6% |
| 30D | -0.8% | -5.9% | +5.1% | -0.5% |
| 3M | -1.8% | -14.1% | +12.3% | -1.2% |
| 6M | -5.4% | +6.6% | -11.9% | -6.2% |
| YTD | +10.4% | +45.0% | -34.6% | +7.1% |
| 1Y | +18.2% | +41.5% | -23.3% | +14.6% |
| 3Y | +79.0% | +78.8% | +0.2% | +69.4% |
| 5Y | +64.8% | +70.9% | -6.0% | +55.3% |
| 10Y | +170.8% | +317.1% | -146.2% | +139.7% |
| All | +337.3% | +224.6% | +112.6% | +311.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling