+211.7%
AEP vs IT
+90.0%
+121.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +2.9% | +1.1% | +1.8% | +2.7% |
| 30D | +3.2% | -1.8% | +5.0% | +3.2% |
| 3M | +3.8% | +4.8% | -1.0% | +2.7% |
| 6M | +2.5% | +33.0% | -30.5% | -2.4% |
| YTD | +15.5% | -23.8% | +39.3% | +18.2% |
| 1Y | +9.6% | -16.5% | +26.1% | +10.5% |
| 3Y | +91.2% | -53.6% | +144.8% | +108.2% |
| 5Y | +88.2% | -42.1% | +130.3% | +93.0% |
| All | +211.7% | +90.0% | +121.7% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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