+65.1%
AEP vs ETR
+122.8%
-57.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.2% |
| 7D | +0.9% | +0.4% | +0.5% | +0.6% |
| 30D | +1.5% | +2.0% | -0.6% | +0.2% |
| 3M | -1.7% | -1.7% | 0.0% | -0.6% |
| 6M | -4.0% | +3.6% | -7.6% | -6.2% |
| YTD | +10.6% | +18.0% | -7.4% | -0.2% |
| 1Y | +18.6% | +26.2% | -7.6% | +2.5% |
| 3Y | +78.7% | +148.0% | -69.3% | -8.1% |
| 5Y | +65.1% | +126.1% | -61.0% | -9.2% |
| All | +65.1% | +122.8% | -57.7% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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