+1,090.3%
AEP vs EXEL
+347.1%
+743.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | +5.4% | +37.7% | -32.4% | +3.4% |
| 6M | +0.4% | +42.2% | -41.9% | -1.7% |
| YTD | +15.5% | +61.3% | -45.8% | +12.1% |
| 1Y | +8.5% | +64.5% | -56.0% | +5.2% |
| 3Y | +84.6% | +236.7% | -152.1% | +70.4% |
| 5Y | +86.9% | +296.3% | -209.4% | +70.0% |
| 10Y | +205.1% | +331.1% | -125.9% | +167.3% |
| All | +1,090.3% | +347.1% | +743.2% | +782.9% |
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 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