+680.8%
AEP vs ET
+1,435.7%
-754.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.0% | +0.4% | +1.6% | +2.0% |
| 30D | +0.5% | +6.9% | -6.3% | -0.2% |
| 3M | -0.3% | +13.1% | -13.4% | -1.7% |
| 6M | -3.5% | +18.7% | -22.2% | -5.3% |
| YTD | +11.3% | +37.4% | -26.2% | +7.4% |
| 1Y | +20.2% | +34.8% | -14.6% | +16.3% |
| 3Y | +79.8% | +96.8% | -17.0% | +65.9% |
| 5Y | +65.6% | +238.2% | -172.7% | +43.3% |
| 10Y | +169.3% | +159.4% | +9.9% | +130.7% |
| All | +680.8% | +1,435.7% | -754.9% | +219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling