+86.9%
AEP vs EXEL
+286.3%
-199.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +0.7% | -2.8% | +3.6% | +0.9% |
| 30D | +4.8% | +18.2% | -13.4% | +3.5% |
| 3M | +5.4% | +37.7% | -32.4% | +2.9% |
| 6M | +0.4% | +42.2% | -41.9% | -2.3% |
| YTD | +15.5% | +61.3% | -45.8% | +11.1% |
| 1Y | +8.5% | +64.5% | -56.0% | +4.2% |
| 3Y | +84.6% | +236.7% | -152.1% | +60.2% |
| 5Y | +86.9% | +296.3% | -209.4% | +55.9% |
| All | +86.9% | +286.3% | -199.4% | +55.9% |
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