+2,195.5%
AEP vs KR
+4,362.7%
-2,167.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | -1.0% | -2.7% | +1.7% | -0.5% |
| 30D | -0.1% | +1.9% | -2.0% | -0.5% |
| 3M | -3.2% | -11.0% | +7.8% | -1.5% |
| 6M | -5.3% | -20.2% | +14.9% | -1.9% |
| YTD | +9.5% | -7.3% | +16.8% | +10.4% |
| 1Y | +17.5% | -13.1% | +30.6% | +19.6% |
| 3Y | +77.0% | +29.7% | +47.2% | +66.9% |
| 5Y | +66.4% | +48.8% | +17.6% | +51.9% |
| 10Y | +175.1% | +122.8% | +52.3% | +125.7% |
| All | +2,195.5% | +4,362.7% | -2,167.3% | +1,011.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling