+2,217.8%
AEP vs ITW
+9,371.1%
-7,153.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.1% |
| 7D | +0.9% | -1.9% | +2.8% | +1.4% |
| 30D | +1.5% | -10.4% | +11.9% | +4.6% |
| 3M | -1.7% | +3.5% | -5.2% | -2.8% |
| 6M | -4.0% | -3.4% | -0.7% | -3.4% |
| YTD | +10.6% | +8.5% | +2.1% | +7.7% |
| 1Y | +18.6% | +3.2% | +15.4% | +16.9% |
| 3Y | +78.7% | +18.9% | +59.8% | +67.9% |
| 5Y | +65.1% | +35.0% | +30.1% | +48.5% |
| 10Y | +177.7% | +188.6% | -10.9% | +97.9% |
| All | +2,217.8% | +9,371.1% | -7,153.3% | +707.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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