+77.9%
AEP vs IP
+13.9%
+64.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -2.8% | -5.1% | +2.2% | -2.6% |
| 30D | +3.6% | +8.5% | -4.9% | +3.3% |
| 3M | +1.8% | -13.8% | +15.6% | +2.5% |
| 6M | -3.1% | +5.7% | -8.9% | -3.5% |
| YTD | +12.2% | -9.1% | +21.4% | +12.4% |
| 1Y | +9.1% | -0.8% | +10.0% | +8.9% |
| 3Y | +77.9% | +14.8% | +63.1% | +63.3% |
| All | +77.9% | +13.9% | +64.0% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling