+167.5%
AEP vs IP
+23.4%
+144.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.5% |
| 7D | +1.8% | -5.3% | +7.1% | +2.7% |
| 30D | -0.8% | -10.9% | +10.0% | +1.0% |
| 3M | -1.8% | +11.2% | -13.0% | -4.1% |
| 6M | -5.4% | -10.2% | +4.9% | -4.4% |
| YTD | +10.4% | -2.0% | +12.4% | +9.5% |
| 1Y | +18.2% | -19.1% | +37.2% | +20.7% |
| 3Y | +79.0% | +20.9% | +58.1% | +62.1% |
| 5Y | +64.8% | -17.8% | +82.7% | +60.8% |
| All | +167.5% | +23.4% | +144.1% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling