+65.6%
AEP vs EW
-28.5%
+94.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.3% | +1.1% |
| 7D | +2.0% | -4.4% | +6.4% | +2.4% |
| 30D | +0.5% | -3.3% | +3.9% | +0.8% |
| 3M | -0.3% | +1.0% | -1.3% | -0.5% |
| 6M | -3.5% | +6.2% | -9.7% | -4.2% |
| YTD | +11.3% | +1.7% | +9.5% | +10.9% |
| 1Y | +20.2% | +8.1% | +12.1% | +19.0% |
| 3Y | +79.8% | +17.1% | +62.7% | +72.3% |
| 5Y | +65.6% | -29.4% | +94.9% | +62.6% |
| All | +65.6% | -28.5% | +94.0% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling