+2,214.6%
AEP vs EXPD
+30,859.1%
-28,644.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +1.8% | -1.1% | +2.9% | +1.9% |
| 30D | -0.8% | +4.1% | -4.9% | -1.3% |
| 3M | -1.8% | +17.9% | -19.7% | -4.0% |
| 6M | -5.4% | +29.2% | -34.6% | -8.6% |
| YTD | +10.4% | +27.4% | -16.9% | +6.5% |
| 1Y | +18.2% | +56.8% | -38.7% | +10.6% |
| 3Y | +79.0% | +68.0% | +10.9% | +65.1% |
| 5Y | +64.8% | +61.9% | +3.0% | +51.6% |
| 10Y | +170.8% | +316.0% | -145.2% | +119.1% |
| All | +2,214.6% | +30,859.1% | -28,644.5% | +1,418.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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