+65.6%
AEP vs EXC
+48.6%
+16.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.2% |
| 7D | +2.0% | +1.2% | +0.8% | +1.1% |
| 30D | +0.5% | -2.7% | +3.2% | +2.5% |
| 3M | -0.3% | -1.0% | +0.7% | +0.3% |
| 6M | -3.5% | -9.3% | +5.8% | +3.3% |
| YTD | +11.3% | +3.6% | +7.6% | +8.1% |
| 1Y | +20.2% | +5.9% | +14.3% | +14.8% |
| 3Y | +79.8% | +21.3% | +58.5% | +54.4% |
| 5Y | +65.6% | +46.2% | +19.4% | +27.0% |
| All | +65.6% | +48.6% | +16.9% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling