+2,252.4%
AEP vs EXPD
+30,172.0%
-27,919.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.1% |
| 7D | -2.8% | -7.2% | +4.3% | -1.9% |
| 30D | +3.6% | -3.3% | +6.9% | +4.1% |
| 3M | +1.8% | +3.4% | -1.6% | +1.3% |
| 6M | -3.1% | +22.7% | -25.8% | -5.8% |
| YTD | +12.2% | +24.5% | -12.3% | +8.5% |
| 1Y | +9.1% | +38.6% | -29.5% | +3.9% |
| 3Y | +77.9% | +71.5% | +6.4% | +63.6% |
| 5Y | +78.1% | +56.2% | +21.9% | +64.6% |
| 10Y | +187.8% | +310.5% | -122.7% | +133.1% |
| All | +2,252.4% | +30,172.0% | -27,919.7% | +1,446.9% |
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