+86.2%
AEP vs LEN
-13.2%
+99.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.9% | -5.8% | +8.7% | +3.7% |
| 30D | +3.2% | +13.7% | -10.5% | +1.2% |
| 3M | +3.8% | -3.9% | +7.7% | +4.0% |
| 6M | +2.5% | -0.4% | +2.9% | +1.9% |
| YTD | +15.5% | -16.8% | +32.3% | +17.4% |
| 1Y | +9.6% | -29.5% | +39.1% | +13.9% |
| 3Y | +91.2% | -25.6% | +116.7% | +92.9% |
| All | +86.2% | -13.2% | +99.5% | +72.3% |
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