+223.5%
AEP vs P
+485.4%
-261.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | +1.8% | +6.5% | -4.8% | +1.7% |
| 30D | -0.8% | +18.8% | -19.6% | -1.2% |
| 3M | -1.8% | +26.7% | -28.6% | -2.4% |
| 6M | -5.4% | +62.2% | -67.5% | -6.5% |
| YTD | +10.4% | +48.5% | -38.1% | +9.2% |
| 1Y | +18.2% | +26.4% | -8.2% | +17.1% |
| 3Y | +79.0% | +159.4% | -80.5% | +70.5% |
| 5Y | +64.8% | +275.8% | -211.0% | +52.7% |
| 10Y | +170.8% | +732.0% | -561.2% | +135.0% |
| All | +223.5% | +485.4% | -261.9% | +183.2% |
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