+80.9%
AEP vs PL
+46.3%
+34.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | +0.7% | +13.4% | -12.6% | +0.6% |
| 30D | +4.8% | -10.2% | +15.0% | +4.9% |
| 3M | +5.4% | -39.5% | +44.8% | +5.8% |
| 6M | +0.4% | -65.7% | +66.1% | +1.4% |
| YTD | +15.5% | -27.3% | +42.8% | +15.1% |
| 1Y | +8.5% | +15.0% | -6.5% | +7.2% |
| 3Y | +84.6% | +560.8% | -476.2% | +70.8% |
| 5Y | +86.9% | +38.4% | +48.5% | +80.1% |
| All | +80.9% | +46.3% | +34.6% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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