+170.5%
AEP vs ET
+177.0%
-6.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -0.9% | +0.2% | -1.2% | -1.0% |
| 30D | -1.1% | +2.9% | -3.9% | -1.2% |
| 3M | -3.3% | +16.8% | -20.1% | -4.3% |
| 6M | -4.6% | +18.9% | -23.5% | -5.7% |
| YTD | +9.4% | +37.7% | -28.3% | +7.2% |
| 1Y | +16.9% | +32.4% | -15.5% | +14.8% |
| 3Y | +76.6% | +99.5% | -22.9% | +68.4% |
| 5Y | +66.2% | +244.0% | -177.8% | +54.0% |
| All | +170.5% | +177.0% | -6.5% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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