+2,231.7%
AEP vs ETR
+4,465.2%
-2,233.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | 0.0% |
| 7D | +2.0% | +1.4% | +0.6% | +1.1% |
| 30D | +0.5% | +1.9% | -1.4% | -0.6% |
| 3M | -0.3% | +1.0% | -1.3% | -0.9% |
| 6M | -3.5% | +4.8% | -8.3% | -6.5% |
| YTD | +11.3% | +19.5% | -8.3% | -0.6% |
| 1Y | +20.2% | +28.1% | -7.9% | +2.7% |
| 3Y | +79.8% | +151.1% | -71.4% | -1.8% |
| 5Y | +65.6% | +125.2% | -59.6% | -3.4% |
| 10Y | +169.3% | +291.1% | -121.8% | +8.8% |
| All | +2,231.7% | +4,465.2% | -2,233.5% | +194.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling