+2,256.8%
AEP vs IP
+327.4%
+1,929.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.0% | -1.2% |
| 7D | -2.0% | -5.0% | +3.0% | -1.1% |
| 30D | +4.2% | +6.5% | -2.3% | +2.9% |
| 3M | +1.0% | -18.0% | +19.0% | +4.4% |
| 6M | -6.1% | +10.3% | -16.4% | -8.6% |
| YTD | +12.5% | -9.9% | +22.3% | +12.8% |
| 1Y | +9.1% | -1.1% | +10.2% | +7.4% |
| 3Y | +77.2% | +13.0% | +64.2% | +65.1% |
| 5Y | +78.4% | -12.3% | +90.7% | +72.8% |
| 10Y | +188.3% | +26.8% | +161.5% | +149.7% |
| All | +2,256.8% | +327.4% | +1,929.5% | +1,256.6% |
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