+65.1%
AEP vs LEN
-10.6%
+75.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +0.9% | -3.4% | +4.3% | +1.3% |
| 30D | +1.5% | -5.7% | +7.1% | +2.2% |
| 3M | -1.7% | -12.2% | +10.6% | -0.1% |
| 6M | -4.0% | -18.3% | +14.2% | -1.7% |
| YTD | +10.6% | -20.2% | +30.8% | +13.4% |
| 1Y | +18.6% | -40.1% | +58.7% | +26.4% |
| 3Y | +78.7% | -26.2% | +104.9% | +80.6% |
| 5Y | +65.1% | -9.8% | +74.9% | +51.9% |
| All | +65.1% | -10.6% | +75.7% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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