+8.5%
AEP vs IR
+10.4%
-1.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.1% |
| 7D | +0.7% | +1.1% | -0.3% | +0.6% |
| 30D | +4.8% | +7.6% | -2.8% | +4.1% |
| 3M | +5.4% | +0.1% | +5.3% | +5.4% |
| 6M | +0.4% | +14.0% | -13.6% | -0.9% |
| YTD | +15.5% | +7.5% | +8.0% | +14.9% |
| 1Y | +8.5% | +10.1% | -1.6% | +8.3% |
| All | +8.5% | +10.4% | -1.9% | +8.3% |
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