+211.7%
AEP vs IP
+20.8%
+190.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | +3.2% | +7.9% | -4.7% | +1.8% |
| 3M | +3.8% | -15.3% | +19.1% | +6.4% |
| 6M | +2.5% | +10.5% | -8.0% | 0.0% |
| YTD | +15.5% | -9.4% | +24.9% | +15.7% |
| 1Y | +9.6% | -4.6% | +14.2% | +8.7% |
| 3Y | +91.2% | +21.2% | +69.9% | +71.7% |
| 5Y | +88.2% | -13.3% | +101.5% | +80.3% |
| All | +211.7% | +20.8% | +190.8% | +152.8% |
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