+7.5%
AEP vs IR
+10.3%
-2.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -0.8% | +1.5% | -2.3% | -0.9% |
| 30D | +4.9% | +9.0% | -4.1% | +4.1% |
| 3M | +4.9% | -0.9% | +5.7% | +5.0% |
| 6M | -0.3% | +13.4% | -13.7% | -1.6% |
| YTD | +14.3% | +8.5% | +5.8% | +13.6% |
| 1Y | +7.5% | +11.3% | -3.7% | +7.1% |
| All | +7.5% | +10.3% | -2.8% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling