+10.8%
AEP vs EW
+19.7%
-8.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -0.5% |
| 7D | +0.8% | +8.3% | -7.5% | +0.7% |
| 30D | +7.9% | +13.9% | -6.0% | +7.7% |
| 3M | +1.5% | +10.9% | -9.4% | +1.3% |
| 6M | -2.6% | +19.2% | -21.8% | -2.6% |
| YTD | +14.7% | +16.6% | -1.9% | +15.7% |
| 1Y | +10.8% | +18.1% | -7.3% | +11.9% |
| All | +10.8% | +19.7% | -8.9% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling