+330.1%
AEP vs KWEB
+22.0%
+308.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.6% |
| 7D | +0.9% | -3.6% | +4.5% | +0.9% |
| 30D | +1.5% | -14.9% | +16.4% | +1.7% |
| 3M | -1.7% | -5.4% | +3.7% | -1.6% |
| 6M | -4.0% | -18.9% | +14.8% | -3.8% |
| YTD | +10.6% | -27.2% | +37.8% | +11.1% |
| 1Y | +18.6% | -34.2% | +52.8% | +19.4% |
| 3Y | +78.7% | +0.6% | +78.1% | +77.9% |
| 5Y | +65.1% | -43.5% | +108.6% | +65.9% |
| 10Y | +177.7% | -20.6% | +198.3% | +169.0% |
| All | +330.1% | +22.0% | +308.2% | +294.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling