+228.7%
AEP vs P
+469.1%
-240.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.3% |
| 7D | -2.8% | -23.8% | +21.0% | -2.4% |
| 30D | +3.6% | -36.6% | +40.3% | +4.4% |
| 3M | +1.8% | +10.9% | -9.1% | +1.4% |
| 6M | -3.1% | +30.0% | -33.1% | -3.9% |
| YTD | +12.2% | +44.4% | -32.1% | +10.9% |
| 1Y | +9.1% | +3.9% | +5.2% | +8.5% |
| 3Y | +77.9% | +176.6% | -98.7% | +68.6% |
| 5Y | +78.1% | +249.3% | -171.2% | +65.3% |
| 10Y | +187.8% | +726.9% | -539.1% | +149.5% |
| All | +228.7% | +469.1% | -240.4% | +187.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling