+18.2%
AEP vs EXPE
+40.7%
-22.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.3% |
| 7D | +1.8% | -9.5% | +11.3% | +1.3% |
| 30D | -0.8% | -6.6% | +5.8% | -1.1% |
| 3M | -1.8% | +31.4% | -33.2% | 0.0% |
| 6M | -5.4% | +35.2% | -40.6% | -3.1% |
| YTD | +10.4% | +5.8% | +4.6% | +12.2% |
| 1Y | +18.2% | +38.7% | -20.5% | +19.5% |
| All | +18.2% | +40.7% | -22.5% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling