+1,083.7%
AEP vs EWT
+590.1%
+493.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | +2.0% | +1.6% | +0.4% | +1.6% |
| 30D | +0.5% | +8.2% | -7.7% | -1.2% |
| 3M | -0.3% | +11.1% | -11.4% | -3.0% |
| 6M | -3.5% | +60.4% | -63.9% | -13.8% |
| YTD | +11.3% | +75.6% | -64.3% | -2.7% |
| 1Y | +20.2% | +91.3% | -71.1% | +2.9% |
| 3Y | +79.8% | +200.3% | -120.5% | +36.6% |
| 5Y | +65.6% | +156.4% | -90.8% | +29.4% |
| 10Y | +169.3% | +495.8% | -326.5% | +68.9% |
| All | +1,083.7% | +590.1% | +493.6% | +491.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling