+1,585.5%
AEP vs KNX
+4,983.8%
-3,398.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | -0.9% | -5.6% | +4.6% | -0.4% |
| 30D | -1.1% | -4.4% | +3.4% | -0.7% |
| 3M | -3.3% | -17.3% | +14.0% | -1.7% |
| 6M | -4.6% | +22.6% | -27.3% | -6.9% |
| YTD | +9.4% | +31.1% | -21.7% | +5.9% |
| 1Y | +16.9% | +60.2% | -43.3% | +10.7% |
| 3Y | +76.6% | +35.8% | +40.9% | +68.1% |
| 5Y | +66.2% | +38.9% | +27.3% | +56.6% |
| 10Y | +174.7% | +166.5% | +8.3% | +136.8% |
| All | +1,585.5% | +4,983.8% | -3,398.3% | +1,172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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