+16.9%
AEP vs LOW
-25.0%
+41.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.9% | -3.7% | +2.8% | -0.6% |
| 30D | -1.1% | -8.9% | +7.8% | -0.2% |
| 3M | -3.3% | -10.4% | +7.1% | -2.2% |
| 6M | -4.6% | -19.4% | +14.8% | -3.3% |
| YTD | +9.4% | -17.1% | +26.5% | +11.9% |
| 1Y | +16.9% | -26.3% | +43.2% | +17.9% |
| All | +16.9% | -25.0% | +41.9% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling