+66.4%
AEP vs EXEL
+192.6%
-126.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.9% |
| 7D | -1.0% | -2.9% | +1.9% | -0.8% |
| 30D | -0.1% | +11.9% | -12.0% | -0.9% |
| 3M | -3.2% | +9.2% | -12.4% | -3.9% |
| 6M | -5.3% | +39.1% | -44.4% | -7.8% |
| YTD | +9.5% | +31.0% | -21.5% | +7.0% |
| 1Y | +17.5% | +52.3% | -34.8% | +13.1% |
| 3Y | +77.0% | +159.7% | -82.8% | +57.4% |
| 5Y | +66.4% | +187.7% | -121.3% | +44.0% |
| All | +66.4% | +192.6% | -126.2% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling