+2,214.6%
AEP vs LEN
+10,533.4%
-8,318.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.1% |
| 7D | +1.8% | -3.2% | +5.0% | +2.1% |
| 30D | -0.8% | -4.9% | +4.1% | -0.3% |
| 3M | -1.8% | -8.5% | +6.7% | -1.1% |
| 6M | -5.4% | -20.7% | +15.3% | -3.3% |
| YTD | +10.4% | -17.4% | +27.9% | +12.2% |
| 1Y | +18.2% | -38.2% | +56.4% | +23.6% |
| 3Y | +79.0% | -24.9% | +103.8% | +81.5% |
| 5Y | +64.8% | -11.4% | +76.3% | +62.4% |
| 10Y | +170.8% | +110.0% | +60.8% | +134.6% |
| All | +2,214.6% | +10,533.4% | -8,318.8% | +1,283.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling