+523.1%
AEP vs KMI
+111.3%
+411.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.4% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | +0.5% | +3.7% | -3.1% | -0.2% |
| 3M | -0.3% | +3.2% | -3.5% | -0.9% |
| 6M | -3.5% | -3.0% | -0.5% | -3.1% |
| YTD | +11.3% | +19.7% | -8.4% | +7.6% |
| 1Y | +20.2% | +25.6% | -5.4% | +15.1% |
| 3Y | +79.8% | +120.2% | -40.4% | +54.3% |
| 5Y | +65.6% | +160.5% | -94.9% | +38.0% |
| 10Y | +169.3% | +134.8% | +34.5% | +123.2% |
| All | +523.1% | +111.3% | +411.8% | +398.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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