+44.5%
AEP vs ETHA
-29.6%
+74.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.8% |
| 7D | +2.0% | +2.7% | -0.7% | +2.1% |
| 30D | +0.5% | +29.4% | -28.9% | +1.0% |
| 3M | -0.3% | +47.2% | -47.5% | +0.4% |
| 6M | -3.5% | +25.4% | -28.9% | -2.9% |
| YTD | +11.3% | -16.5% | +27.8% | +11.2% |
| 1Y | +20.2% | -42.3% | +62.6% | +19.3% |
| All | +44.5% | -29.6% | +74.1% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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