+170.5%
AEP vs LOW
+233.5%
-63.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.9% | -3.7% | +2.8% | -0.2% |
| 30D | -1.1% | -8.9% | +7.8% | +0.7% |
| 3M | -3.3% | -10.4% | +7.1% | -1.3% |
| 6M | -4.6% | -19.4% | +14.8% | -0.8% |
| YTD | +9.4% | -17.1% | +26.5% | +12.9% |
| 1Y | +16.9% | -26.3% | +43.2% | +23.4% |
| 3Y | +76.6% | -9.9% | +86.5% | +77.2% |
| 5Y | +66.2% | +6.1% | +60.1% | +59.2% |
| All | +170.5% | +233.5% | -63.0% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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