+83.3%
AEP vs IP
-9.5%
+92.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.1% |
| 7D | -1.5% | -3.0% | +1.5% | -1.2% |
| 30D | +4.5% | +10.6% | -6.1% | +3.3% |
| 3M | +2.8% | -13.6% | +16.4% | +4.3% |
| 6M | -0.7% | +10.4% | -11.1% | -2.2% |
| YTD | +13.8% | -6.5% | +20.3% | +13.8% |
| 1Y | +9.0% | -2.1% | +11.1% | +8.2% |
| 3Y | +83.0% | +22.0% | +61.0% | +62.9% |
| 5Y | +83.3% | -9.7% | +93.0% | +76.0% |
| All | +83.3% | -9.5% | +92.8% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling