+170.8%
AEP vs EXPE
+165.2%
+5.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.5% | -1.1% |
| 7D | -1.0% | -8.7% | +7.7% | -0.5% |
| 30D | -0.1% | -13.6% | +13.6% | +0.7% |
| 3M | -3.2% | +26.6% | -29.9% | -4.7% |
| 6M | -5.3% | +19.9% | -25.2% | -6.6% |
| YTD | +9.5% | -1.7% | +11.2% | +9.1% |
| 1Y | +17.5% | +29.4% | -11.9% | +14.4% |
| 3Y | +77.0% | +155.7% | -78.7% | +60.4% |
| 5Y | +66.4% | +93.1% | -26.7% | +50.9% |
| All | +170.8% | +165.2% | +5.6% | +123.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling