+80.5%
AEP vs EXC
+41.2%
+39.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +1.2% |
| 7D | -2.8% | -1.2% | -1.7% | -2.1% |
| 30D | +3.6% | +10.0% | -6.3% | -3.3% |
| 3M | +1.8% | +1.6% | +0.2% | +0.5% |
| 6M | -3.1% | +3.3% | -6.4% | -5.5% |
| YTD | +12.2% | +7.6% | +4.7% | +6.0% |
| 1Y | +9.1% | +3.5% | +5.7% | +5.9% |
| 3Y | +77.9% | +27.7% | +50.2% | +46.9% |
| All | +80.5% | +41.2% | +39.3% | +38.7% |
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 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