+173.4%
AEP vs EW
+125.2%
+48.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +0.9% | -5.1% | +6.0% | +1.6% |
| 30D | +1.5% | -6.4% | +7.8% | +2.4% |
| 3M | -1.7% | -1.6% | -0.1% | -1.5% |
| 6M | -4.0% | +2.3% | -6.3% | -4.6% |
| YTD | +10.6% | +1.1% | +9.5% | +10.0% |
| 1Y | +18.6% | +8.0% | +10.6% | +16.8% |
| 3Y | +78.7% | +16.3% | +62.3% | +69.4% |
| 5Y | +65.1% | -29.4% | +94.5% | +68.4% |
| All | +173.4% | +125.2% | +48.2% | +134.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling