+173.4%
AEP vs EXPE
+161.1%
+12.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +0.9% | -11.5% | +12.4% | +1.6% |
| 30D | +1.5% | -13.1% | +14.6% | +2.3% |
| 3M | -1.7% | +18.1% | -19.8% | -2.8% |
| 6M | -4.0% | +13.3% | -17.3% | -5.1% |
| YTD | +10.6% | -3.2% | +13.8% | +10.2% |
| 1Y | +18.6% | +26.1% | -7.5% | +15.7% |
| 3Y | +78.7% | +151.7% | -73.0% | +62.1% |
| 5Y | +65.1% | +88.3% | -23.3% | +50.0% |
| All | +173.4% | +161.1% | +12.4% | +126.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling