+2,024.2%
AEP vs M
+442.1%
+1,582.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.1% | -6.7% | +0.7% |
| 7D | -1.5% | +2.5% | -4.1% | -1.8% |
| 30D | +4.5% | +10.1% | -5.6% | +3.4% |
| 3M | +2.8% | -0.9% | +3.8% | +2.7% |
| 6M | -0.7% | +30.2% | -30.8% | -3.6% |
| YTD | +13.8% | +16.3% | -2.4% | +11.3% |
| 1Y | +9.0% | +27.0% | -18.0% | +5.5% |
| 3Y | +83.0% | +154.5% | -71.5% | +60.7% |
| 5Y | +83.3% | -1.1% | +84.3% | +71.7% |
| 10Y | +194.6% | +0.5% | +194.1% | +148.0% |
| All | +2,024.2% | +442.1% | +1,582.2% | +1,219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling