+2,214.6%
AEP vs EXC
+2,353.7%
-139.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.4% |
| 7D | +1.8% | +0.3% | +1.5% | +1.6% |
| 30D | -0.8% | -3.7% | +2.9% | +1.3% |
| 3M | -1.8% | -1.3% | -0.5% | -1.1% |
| 6M | -5.4% | -9.7% | +4.3% | 0.0% |
| YTD | +10.4% | +2.9% | +7.6% | +8.6% |
| 1Y | +18.2% | +4.4% | +13.8% | +15.2% |
| 3Y | +79.0% | +22.2% | +56.7% | +59.6% |
| 5Y | +64.8% | +46.7% | +18.1% | +33.3% |
| 10Y | +170.8% | +155.3% | +15.5% | +59.1% |
| All | +2,214.6% | +2,353.7% | -139.1% | +395.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling