+80.9%
AEP vs PL
+40.9%
+40.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.2% |
| 7D | +2.9% | +10.0% | -7.2% | +2.8% |
| 30D | +3.2% | -2.3% | +5.5% | +3.2% |
| 3M | +3.8% | -44.2% | +48.0% | +4.4% |
| 6M | +2.5% | -66.1% | +68.6% | +3.5% |
| YTD | +15.5% | -30.0% | +45.4% | +15.1% |
| 1Y | +9.6% | +21.0% | -11.4% | +8.1% |
| 3Y | +91.2% | +516.5% | -425.4% | +77.1% |
| 5Y | +88.2% | +32.0% | +56.2% | +80.8% |
| All | +80.9% | +40.9% | +40.0% | +76.1% |
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