+152.6%
AEP vs IR
+288.5%
-135.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.3% |
| 7D | +1.8% | -2.8% | +4.6% | +2.1% |
| 30D | -0.8% | -15.1% | +14.3% | +0.8% |
| 3M | -1.8% | +6.1% | -7.9% | -2.5% |
| 6M | -5.4% | -16.8% | +11.4% | -3.9% |
| YTD | +10.4% | -3.5% | +14.0% | +10.4% |
| 1Y | +18.2% | -3.5% | +21.6% | +18.0% |
| 3Y | +79.0% | +9.5% | +69.5% | +73.5% |
| 5Y | +64.8% | +45.1% | +19.8% | +53.1% |
| All | +152.6% | +288.5% | -135.9% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling