+89.4%
AEP vs EXE
+191.4%
-102.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +1.8% | -0.3% | +2.0% | +1.8% |
| 30D | -0.8% | +8.5% | -9.3% | -1.5% |
| 3M | -1.8% | +5.5% | -7.3% | -2.3% |
| 6M | -5.4% | -5.9% | +0.5% | -5.0% |
| YTD | +10.4% | -9.7% | +20.2% | +11.1% |
| 1Y | +18.2% | +3.6% | +14.6% | +17.3% |
| 3Y | +79.0% | +18.0% | +60.9% | +74.5% |
| 5Y | +64.8% | +109.4% | -44.6% | +58.2% |
| All | +89.4% | +191.4% | -102.0% | +87.8% |
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 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