+404.8%
AEP vs FIVE
+822.5%
-417.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.8% | -0.3% | -2.6% | -2.8% |
| 30D | +3.6% | +17.7% | -14.0% | +2.5% |
| 3M | +1.8% | +4.0% | -2.2% | +1.4% |
| 6M | -3.1% | +2.6% | -5.7% | -3.6% |
| YTD | +12.2% | +27.6% | -15.3% | +9.7% |
| 1Y | +9.1% | +59.9% | -50.8% | +4.8% |
| 3Y | +77.9% | +35.8% | +42.1% | +70.6% |
| 5Y | +78.1% | +14.4% | +63.7% | +70.9% |
| 10Y | +187.8% | +576.1% | -388.3% | +131.2% |
| All | +404.8% | +822.5% | -417.7% | +284.8% |
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