+161.4%
AEP vs IR
+336.9%
-175.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -0.8% | +1.5% | -2.3% | -1.0% |
| 30D | +4.9% | +9.0% | -4.1% | +3.9% |
| 3M | +4.9% | -0.9% | +5.7% | +4.8% |
| 6M | -0.3% | +13.4% | -13.7% | -1.7% |
| YTD | +14.3% | +8.5% | +5.8% | +12.8% |
| 1Y | +7.5% | +11.3% | -3.7% | +5.8% |
| 3Y | +82.6% | +26.0% | +56.7% | +74.6% |
| 5Y | +81.5% | +47.9% | +33.6% | +68.1% |
| All | +161.4% | +336.9% | -175.5% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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