+67.2%
AEP vs KR
+52.3%
+14.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.7% |
| 7D | -0.9% | -0.2% | -0.8% | -0.9% |
| 30D | -1.1% | +5.1% | -6.1% | -2.1% |
| 3M | -3.3% | -8.2% | +4.9% | -1.8% |
| 6M | -4.6% | -18.0% | +13.4% | -0.9% |
| YTD | +9.4% | -4.8% | +14.2% | +9.7% |
| 1Y | +16.9% | -11.0% | +28.0% | +18.8% |
| 3Y | +76.6% | +37.7% | +39.0% | +60.2% |
| All | +67.2% | +52.3% | +14.8% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 5y: compounded portfolio wealth divided by compounded KR 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…
5y analysis · Full analysis span regression · 6 months rolling