+396.7%
AEP vs FIVE
+868.1%
-471.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -0.5% |
| 7D | +1.8% | +4.3% | -2.5% | +1.5% |
| 30D | -0.8% | +12.5% | -13.3% | -1.7% |
| 3M | -1.8% | +31.2% | -33.1% | -3.8% |
| 6M | -5.4% | +14.4% | -19.7% | -6.6% |
| YTD | +10.4% | +33.9% | -23.4% | +7.7% |
| 1Y | +18.2% | +65.1% | -46.9% | +13.2% |
| 3Y | +79.0% | +49.0% | +30.0% | +70.3% |
| 5Y | +64.8% | +30.3% | +34.5% | +56.4% |
| 10Y | +170.8% | +481.1% | -310.3% | +119.7% |
| All | +396.7% | +868.1% | -471.5% | +277.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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