+194.6%
AEP vs IP
+31.6%
+163.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.0% |
| 7D | -1.5% | -3.0% | +1.5% | -1.1% |
| 30D | +4.5% | +10.6% | -6.1% | +2.7% |
| 3M | +2.8% | -13.6% | +16.4% | +5.1% |
| 6M | -0.7% | +10.4% | -11.1% | -3.0% |
| YTD | +13.8% | -6.5% | +20.3% | +13.5% |
| 1Y | +9.0% | -2.1% | +11.1% | +7.6% |
| 3Y | +83.0% | +22.0% | +61.0% | +64.8% |
| 5Y | +83.3% | -9.7% | +93.0% | +74.4% |
| 10Y | +194.6% | +26.8% | +167.8% | +148.5% |
| All | +194.6% | +31.6% | +163.0% | +148.5% |
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