+177.7%
AEP vs EXC
+152.4%
+25.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | +0.9% | +0.3% | +0.6% | +0.7% |
| 30D | +1.5% | -0.9% | +2.4% | +2.1% |
| 3M | -1.7% | -2.7% | +1.0% | 0.0% |
| 6M | -4.0% | -9.4% | +5.3% | +2.1% |
| YTD | +10.6% | +3.0% | +7.6% | +8.3% |
| 1Y | +18.6% | +5.1% | +13.5% | +14.5% |
| 3Y | +78.7% | +20.6% | +58.1% | +57.1% |
| 5Y | +65.1% | +45.7% | +19.4% | +29.1% |
| 10Y | +177.7% | +160.8% | +16.9% | +51.7% |
| All | +177.7% | +152.4% | +25.4% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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