+211.0%
AEP vs EW
+249.9%
-38.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.5% | +4.9% | -2.5% | +1.7% |
| 30D | +3.4% | +24.1% | -20.7% | +0.1% |
| 3M | +4.2% | +13.7% | -9.5% | +2.2% |
| 6M | -0.8% | +32.7% | -33.5% | -5.0% |
| YTD | +15.2% | +24.1% | -8.9% | +11.2% |
| 1Y | +8.3% | +23.6% | -15.3% | +4.5% |
| 3Y | +84.2% | +64.8% | +19.4% | +64.8% |
| 5Y | +87.8% | -8.8% | +96.6% | +84.4% |
| All | +211.0% | +249.9% | -38.8% | +157.3% |
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