+170.5%
AEP vs KWEB
-19.7%
+190.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -0.9% | -5.6% | +4.6% | -0.9% |
| 30D | -1.1% | -10.7% | +9.6% | -0.9% |
| 3M | -3.3% | -7.4% | +4.1% | -3.2% |
| 6M | -4.6% | -19.3% | +14.7% | -4.4% |
| YTD | +9.4% | -27.8% | +37.2% | +9.9% |
| 1Y | +16.9% | -35.9% | +52.9% | +17.6% |
| 3Y | +76.6% | -1.9% | +78.6% | +76.0% |
| 5Y | +66.2% | -43.2% | +109.4% | +67.0% |
| All | +170.5% | -19.7% | +190.2% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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