+20.2%
AEP vs M
+31.9%
-11.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.7% |
| 7D | +2.0% | +2.4% | -0.4% | +2.0% |
| 30D | +0.5% | -11.6% | +12.1% | +0.4% |
| 3M | -0.3% | +1.6% | -1.9% | 0.0% |
| 6M | -3.5% | +25.2% | -28.7% | -2.7% |
| YTD | +11.3% | +3.8% | +7.5% | +11.7% |
| 1Y | +20.2% | +36.3% | -16.1% | +21.4% |
| All | +20.2% | +31.9% | -11.7% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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