+860.1%
AEP vs ITOT
+891.2%
-31.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | +2.0% | +0.7% | +1.3% | +1.6% |
| 30D | +0.5% | -1.1% | +1.6% | +1.1% |
| 3M | -0.3% | +3.9% | -4.2% | -2.6% |
| 6M | -3.5% | +14.7% | -18.2% | -11.0% |
| YTD | +11.3% | +13.3% | -2.1% | +3.1% |
| 1Y | +20.2% | +19.1% | +1.1% | +8.2% |
| 3Y | +79.8% | +77.3% | +2.4% | +25.4% |
| 5Y | +65.6% | +74.1% | -8.5% | +14.8% |
| 10Y | +169.3% | +293.1% | -123.8% | +7.3% |
| All | +860.1% | +891.2% | -31.1% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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