+170.5%
AEP vs EXEL
+375.2%
-204.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | -0.9% | -4.9% | +4.0% | -0.7% |
| 30D | -1.1% | +11.4% | -12.5% | -1.5% |
| 3M | -3.3% | +4.9% | -8.2% | -3.5% |
| 6M | -4.6% | +34.4% | -39.1% | -6.0% |
| YTD | +9.4% | +28.0% | -18.6% | +8.0% |
| 1Y | +16.9% | +43.6% | -26.7% | +14.7% |
| 3Y | +76.6% | +155.2% | -78.6% | +67.6% |
| 5Y | +66.2% | +181.2% | -115.0% | +56.1% |
| All | +170.5% | +375.2% | -204.7% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling