+66.4%
AEP vs EWT
+144.9%
-78.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.9% |
| 7D | -1.0% | -1.1% | +0.1% | -0.9% |
| 30D | -0.1% | +4.8% | -4.9% | -0.3% |
| 3M | -3.2% | +11.1% | -14.3% | -3.9% |
| 6M | -5.3% | +54.6% | -59.9% | -8.3% |
| YTD | +9.5% | +71.4% | -61.9% | +5.2% |
| 1Y | +17.5% | +82.1% | -64.6% | +12.3% |
| 3Y | +77.0% | +193.2% | -116.3% | +55.5% |
| 5Y | +66.4% | +146.1% | -79.7% | +40.8% |
| All | +66.4% | +144.9% | -78.5% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling