+1,222.4%
AEP vs EW
+8,139.5%
-6,917.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.0% |
| 7D | -1.5% | +12.3% | -13.8% | -3.3% |
| 30D | +4.5% | +22.9% | -18.4% | +1.1% |
| 3M | +2.8% | +16.7% | -13.9% | +0.2% |
| 6M | -0.7% | +31.0% | -31.6% | -5.1% |
| YTD | +13.8% | +22.8% | -9.0% | +9.7% |
| 1Y | +9.0% | +25.6% | -16.6% | +4.5% |
| 3Y | +83.0% | +62.0% | +21.0% | +64.4% |
| 5Y | +83.3% | -12.8% | +96.0% | +79.8% |
| 10Y | +194.6% | +239.8% | -45.2% | +124.5% |
| All | +1,222.4% | +8,139.5% | -6,917.1% | +445.7% |
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