+1,994.4%
AEP vs M
+401.4%
+1,593.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.2% |
| 7D | -2.8% | -4.3% | +1.4% | -2.5% |
| 30D | +3.6% | +1.3% | +2.4% | +3.4% |
| 3M | +1.8% | -7.4% | +9.2% | +2.3% |
| 6M | -3.1% | +18.3% | -21.5% | -5.1% |
| YTD | +12.2% | +7.6% | +4.7% | +10.6% |
| 1Y | +9.1% | +17.4% | -8.3% | +6.5% |
| 3Y | +77.9% | +108.4% | -30.5% | +59.4% |
| 5Y | +78.1% | -10.6% | +88.7% | +68.5% |
| 10Y | +187.8% | -3.2% | +191.0% | +142.7% |
| All | +1,994.4% | +401.4% | +1,593.0% | +1,211.4% |
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 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