+1,439.8%
AEP vs IT
+6,105.9%
-4,666.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.5% | +0.3% |
| 7D | +1.8% | -6.0% | +7.8% | +2.4% |
| 30D | -0.8% | 0.0% | -0.8% | -0.9% |
| 3M | -1.8% | +13.1% | -14.9% | -3.8% |
| 6M | -5.4% | +11.7% | -17.1% | -7.5% |
| YTD | +10.4% | -26.1% | +36.6% | +12.4% |
| 1Y | +18.2% | -21.3% | +39.4% | +19.1% |
| 3Y | +79.0% | -46.7% | +125.7% | +86.1% |
| 5Y | +64.8% | -40.5% | +105.3% | +67.8% |
| 10Y | +170.8% | +103.9% | +67.0% | +135.4% |
| All | +1,439.8% | +6,105.9% | -4,666.1% | +855.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling