+642.6%
AEP vs EXPE
+851.4%
-208.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | +1.8% | -9.5% | +11.3% | +2.8% |
| 30D | -0.8% | -6.6% | +5.8% | -0.2% |
| 3M | -1.8% | +31.4% | -33.2% | -4.7% |
| 6M | -5.4% | +35.2% | -40.6% | -8.7% |
| YTD | +10.4% | +5.8% | +4.6% | +8.8% |
| 1Y | +18.2% | +38.7% | -20.5% | +12.6% |
| 3Y | +79.0% | +175.8% | -96.8% | +54.7% |
| 5Y | +64.8% | +111.8% | -47.0% | +42.9% |
| 10Y | +170.8% | +179.7% | -8.9% | +114.0% |
| All | +642.6% | +851.4% | -208.8% | +300.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling