+65.1%
AEP vs EXE
+100.7%
-35.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | +0.9% | -2.7% | +3.6% | +1.1% |
| 30D | +1.5% | -0.4% | +1.9% | +1.5% |
| 3M | -1.7% | +9.5% | -11.2% | -2.6% |
| 6M | -4.0% | -9.3% | +5.3% | -3.3% |
| YTD | +10.6% | -10.9% | +21.5% | +11.5% |
| 1Y | +18.6% | +4.3% | +14.3% | +17.5% |
| 3Y | +78.7% | +18.8% | +59.9% | +73.3% |
| 5Y | +65.1% | +101.4% | -36.3% | +54.7% |
| All | +65.1% | +100.7% | -35.6% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling