+86.2%
AEP vs O
+7.0%
+79.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.6% |
| 7D | +2.9% | -0.4% | +3.2% | +3.1% |
| 30D | +3.2% | +7.1% | -3.9% | -0.9% |
| 3M | +3.8% | -5.2% | +9.1% | +7.0% |
| 6M | +2.5% | -1.8% | +4.3% | +3.4% |
| YTD | +15.5% | +9.1% | +6.4% | +9.6% |
| 1Y | +9.6% | +9.7% | -0.1% | +3.6% |
| 3Y | +91.2% | +39.1% | +52.0% | +55.2% |
| All | +86.2% | +7.0% | +79.2% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 5y: compounded portfolio wealth divided by compounded O 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…
5y analysis · Full analysis span regression · 6 months rolling