+170.5%
AEP vs LUV
+20.2%
+150.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | -0.9% | -1.0% | 0.0% | -0.8% |
| 30D | -1.1% | -12.4% | +11.3% | +0.3% |
| 3M | -3.3% | -11.0% | +7.7% | -2.2% |
| 6M | -4.6% | -5.0% | +0.3% | -4.6% |
| YTD | +9.4% | -3.8% | +13.2% | +8.7% |
| 1Y | +16.9% | +25.9% | -9.0% | +12.2% |
| 3Y | +76.6% | +42.2% | +34.4% | +63.0% |
| 5Y | +66.2% | -10.8% | +77.0% | +61.9% |
| All | +170.5% | +20.2% | +150.3% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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