+65.6%
AEP vs IR
+46.5%
+19.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +0.9% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | +0.5% | -13.6% | +14.1% | +2.0% |
| 3M | -0.3% | +3.7% | -4.0% | -0.8% |
| 6M | -3.5% | -13.1% | +9.6% | -2.3% |
| YTD | +11.3% | -5.1% | +16.4% | +11.4% |
| 1Y | +20.2% | -6.5% | +26.7% | +20.5% |
| 3Y | +79.8% | +8.5% | +71.3% | +69.8% |
| 5Y | +65.6% | +43.3% | +22.3% | +41.3% |
| All | +65.6% | +46.5% | +19.0% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling