+707.2%
AEP vs ICE
+2,600.8%
-1,893.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.9% | +3.6% | -0.8% | +2.2% |
| 30D | +3.2% | +15.1% | -11.9% | +0.5% |
| 3M | +3.8% | +15.4% | -11.6% | +1.0% |
| 6M | +2.5% | +16.1% | -13.6% | -0.6% |
| YTD | +15.5% | +11.4% | +4.1% | +12.5% |
| 1Y | +9.6% | +18.5% | -8.9% | +5.5% |
| 3Y | +91.2% | +70.5% | +20.6% | +71.5% |
| 5Y | +88.2% | +40.9% | +47.3% | +73.7% |
| 10Y | +205.1% | +260.6% | -55.5% | +138.8% |
| All | +707.2% | +2,600.8% | -1,893.6% | +374.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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