+65.1%
AEP vs O
+12.6%
+52.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.3% |
| 7D | +0.9% | -2.3% | +3.2% | +2.2% |
| 30D | +1.5% | -2.4% | +3.9% | +2.9% |
| 3M | -1.7% | -0.6% | -1.1% | -1.4% |
| 6M | -4.0% | -5.0% | +1.0% | -1.3% |
| YTD | +10.6% | +10.4% | +0.2% | +4.5% |
| 1Y | +18.6% | +6.6% | +12.1% | +14.1% |
| 3Y | +78.7% | +28.4% | +50.3% | +53.0% |
| 5Y | +65.1% | +15.3% | +49.8% | +49.9% |
| All | +65.1% | +12.6% | +52.5% | +49.9% |
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