+17.5%
AEP vs EXE
+5.1%
+12.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -1.0% | -2.2% | +1.2% | -0.9% |
| 30D | -0.1% | -0.8% | +0.7% | -0.1% |
| 3M | -3.2% | +10.0% | -13.2% | -3.7% |
| 6M | -5.3% | -6.3% | +1.0% | -5.3% |
| YTD | +9.5% | -10.7% | +20.2% | +9.9% |
| 1Y | +17.5% | +2.7% | +14.8% | +19.8% |
| All | +17.5% | +5.1% | +12.4% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling