+66.4%
AEP vs IT
-46.1%
+112.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -1.0% | -12.7% | +11.7% | -0.3% |
| 30D | -0.1% | -8.9% | +8.8% | +0.3% |
| 3M | -3.2% | +10.1% | -13.3% | -4.1% |
| 6M | -5.3% | +7.3% | -12.6% | -6.3% |
| YTD | +9.5% | -32.4% | +41.9% | +12.8% |
| 1Y | +17.5% | -26.6% | +44.1% | +19.5% |
| 3Y | +77.0% | -51.8% | +128.8% | +84.6% |
| 5Y | +66.4% | -45.6% | +112.0% | +66.1% |
| All | +66.4% | -46.1% | +112.5% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling