+1,182.9%
AEP vs EW
+6,974.1%
-5,791.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.8% | -0.3% | +2.1% | +1.8% |
| 30D | -0.8% | +1.0% | -1.9% | -1.0% |
| 3M | -1.8% | +2.8% | -4.6% | -2.4% |
| 6M | -5.4% | +5.5% | -10.9% | -6.4% |
| YTD | +10.4% | +5.5% | +5.0% | +9.1% |
| 1Y | +18.2% | +11.0% | +7.1% | +15.6% |
| 3Y | +79.0% | +17.7% | +61.3% | +69.4% |
| 5Y | +64.8% | -25.7% | +90.6% | +65.9% |
| 10Y | +170.8% | +132.8% | +38.0% | +118.9% |
| All | +1,182.9% | +6,974.1% | -5,791.2% | +443.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling