+79.8%
AEP vs EXPE
+162.6%
-82.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.9% | +8.6% | +0.6% |
| 7D | +2.0% | -9.8% | +11.8% | +1.9% |
| 30D | +0.5% | -11.5% | +12.0% | +0.4% |
| 3M | -0.3% | +21.7% | -22.0% | 0.0% |
| 6M | -3.5% | +10.4% | -13.9% | -3.3% |
| YTD | +11.3% | -2.5% | +13.8% | +11.8% |
| 1Y | +20.2% | +27.3% | -7.1% | +20.3% |
| 3Y | +79.8% | +153.5% | -73.7% | +71.5% |
| All | +79.8% | +162.6% | -82.9% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling