+1,038.3%
AEP vs EXEL
+273.2%
+765.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +1.8% | +8.4% | -6.6% | +1.3% |
| 30D | -0.8% | +4.1% | -4.9% | -1.1% |
| 3M | -1.8% | +12.4% | -14.3% | -2.5% |
| 6M | -5.4% | +41.5% | -46.9% | -7.4% |
| YTD | +10.4% | +34.6% | -24.2% | +8.3% |
| 1Y | +18.2% | +57.9% | -39.7% | +14.7% |
| 3Y | +79.0% | +159.5% | -80.5% | +67.6% |
| 5Y | +64.8% | +198.5% | -133.6% | +52.3% |
| 10Y | +170.8% | +411.4% | -240.5% | +133.9% |
| All | +1,038.3% | +273.2% | +765.1% | +753.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling