+205.1%
AEP vs EXPE
+121.2%
+83.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.9% |
| 7D | +0.7% | -17.8% | +18.5% | +1.8% |
| 30D | +4.8% | -3.2% | +8.0% | +4.9% |
| 3M | +5.4% | -19.0% | +24.3% | +6.4% |
| 6M | +0.4% | +17.7% | -17.4% | -1.0% |
| YTD | +15.5% | -7.8% | +23.3% | +15.3% |
| 1Y | +8.5% | -1.4% | +9.9% | +7.7% |
| 3Y | +84.6% | +121.9% | -37.3% | +69.2% |
| 5Y | +86.9% | +44.3% | +42.6% | +74.2% |
| 10Y | +205.1% | +125.4% | +79.7% | +145.8% |
| All | +205.1% | +121.2% | +83.9% | +145.8% |
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