+98.1%
AEP vs EXE
+163.8%
-65.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +0.7% | +1.5% | -0.8% | +0.6% |
| 30D | +4.8% | -0.2% | +5.0% | +4.8% |
| 3M | +5.4% | -9.2% | +14.6% | +6.1% |
| 6M | +0.4% | -7.2% | +7.6% | +0.9% |
| YTD | +15.5% | -18.3% | +33.8% | +17.1% |
| 1Y | +8.5% | -23.6% | +32.1% | +10.6% |
| 3Y | +84.6% | +21.9% | +62.7% | +79.2% |
| 5Y | +86.9% | +73.7% | +13.2% | +80.1% |
| All | +98.1% | +163.8% | -65.7% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling