+1,090.1%
AEP vs EXEL
+336.4%
+753.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +2.9% | -0.8% | +3.7% | +2.9% |
| 30D | +3.2% | +13.1% | -9.9% | +2.5% |
| 3M | +3.8% | +36.3% | -32.5% | +2.0% |
| 6M | +2.5% | +34.5% | -32.0% | +0.7% |
| YTD | +15.5% | +57.4% | -42.0% | +12.2% |
| 1Y | +9.6% | +62.9% | -53.3% | +6.3% |
| 3Y | +91.2% | +229.5% | -138.4% | +76.7% |
| 5Y | +88.2% | +281.2% | -193.0% | +71.6% |
| 10Y | +205.1% | +320.7% | -115.7% | +167.6% |
| All | +1,090.1% | +336.4% | +753.7% | +783.9% |
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