+7.1%
AEP vs P
+10.7%
-3.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.3% | -4.9% | +1.5% |
| 7D | -1.5% | -9.6% | +8.1% | -1.6% |
| 30D | +4.5% | -33.4% | +37.9% | +4.0% |
| 3M | +2.8% | +14.2% | -11.4% | +3.2% |
| 6M | -0.7% | +31.6% | -32.2% | +0.2% |
| YTD | +13.8% | +53.5% | -39.6% | +14.6% |
| All | +7.1% | +10.7% | -3.6% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling