+211.7%
AEP vs P
+652.0%
-440.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.2% |
| 7D | +2.9% | +11.6% | -8.7% | +2.7% |
| 30D | +3.2% | -23.7% | +26.9% | +3.6% |
| 3M | +3.8% | -8.0% | +11.8% | +3.8% |
| 6M | +2.5% | +27.9% | -25.4% | +1.7% |
| YTD | +15.5% | +61.2% | -45.7% | +13.8% |
| 1Y | +9.6% | +28.6% | -19.0% | +8.5% |
| 3Y | +91.2% | +200.5% | -109.3% | +80.2% |
| 5Y | +88.2% | +282.9% | -194.7% | +73.1% |
| All | +211.7% | +652.0% | -440.3% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling