+170.5%
AEP vs KMX
+11.6%
+158.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -0.9% | -3.1% | +2.2% | -0.7% |
| 30D | -1.1% | +4.4% | -5.5% | -1.5% |
| 3M | -3.3% | +18.9% | -22.2% | -5.1% |
| 6M | -4.6% | +44.3% | -48.9% | -8.5% |
| YTD | +9.4% | +58.7% | -49.3% | +3.5% |
| 1Y | +16.9% | +0.1% | +16.8% | +15.6% |
| 3Y | +76.6% | -24.4% | +101.1% | +77.5% |
| 5Y | +66.2% | -54.4% | +120.6% | +73.6% |
| All | +170.5% | +11.6% | +158.9% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling