+1,608.3%
AEP vs O
+5,387.7%
-3,779.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +1.8% | -0.7% | +2.5% | +2.0% |
| 30D | -0.8% | -1.9% | +1.1% | -0.2% |
| 3M | -1.8% | +3.8% | -5.7% | -2.9% |
| 6M | -5.4% | -4.7% | -0.6% | -4.0% |
| YTD | +10.4% | +12.5% | -2.0% | +6.7% |
| 1Y | +18.2% | +10.8% | +7.3% | +14.6% |
| 3Y | +79.0% | +28.8% | +50.2% | +65.9% |
| 5Y | +64.8% | +13.2% | +51.6% | +58.2% |
| 10Y | +170.8% | +53.5% | +117.4% | +130.8% |
| All | +1,608.3% | +5,387.7% | -3,779.5% | +642.6% |
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