+170.5%
AEP vs EWT
+523.5%
-353.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.4% |
| 7D | -0.9% | -1.1% | +0.2% | -0.8% |
| 30D | -1.1% | +4.5% | -5.5% | -1.7% |
| 3M | -3.3% | +8.3% | -11.5% | -4.6% |
| 6M | -4.6% | +54.2% | -58.9% | -11.4% |
| YTD | +9.4% | +74.6% | -65.2% | -0.5% |
| 1Y | +16.9% | +84.9% | -68.0% | +5.2% |
| 3Y | +76.6% | +197.5% | -120.9% | +41.8% |
| 5Y | +66.2% | +150.6% | -84.4% | +37.1% |
| All | +170.5% | +523.5% | -353.0% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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