+2,214.6%
AEP vs IP
+364.8%
+1,849.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.6% |
| 7D | +1.8% | -5.3% | +7.1% | +2.8% |
| 30D | -0.8% | -10.9% | +10.0% | +1.2% |
| 3M | -1.8% | +11.2% | -13.0% | -4.2% |
| 6M | -5.4% | -10.2% | +4.9% | -4.5% |
| YTD | +10.4% | -2.0% | +12.4% | +9.3% |
| 1Y | +18.2% | -19.1% | +37.2% | +20.6% |
| 3Y | +79.0% | +20.9% | +58.1% | +65.0% |
| 5Y | +64.8% | -17.8% | +82.7% | +62.0% |
| 10Y | +170.8% | +23.5% | +147.3% | +136.3% |
| All | +2,214.6% | +364.8% | +1,849.8% | +1,214.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling