+1,682.3%
AEP vs O
+5,261.3%
-3,579.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | +3.4% | +8.3% | -4.9% | +1.0% |
| 3M | +4.2% | -4.0% | +8.2% | +5.4% |
| 6M | -0.8% | -2.6% | +1.8% | 0.0% |
| YTD | +15.2% | +9.9% | +5.3% | +12.1% |
| 1Y | +8.3% | +9.8% | -1.5% | +5.3% |
| 3Y | +84.2% | +39.7% | +44.4% | +66.9% |
| 5Y | +87.8% | +9.2% | +78.6% | +82.2% |
| 10Y | +204.4% | +81.5% | +122.9% | +148.7% |
| All | +1,682.3% | +5,261.3% | -3,579.0% | +679.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling