+6.7%
AEP vs PL
+7.9%
-1.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -1.6% | +5.6% | -7.2% | -1.5% |
| 30D | +4.1% | -16.9% | +21.0% | +3.9% |
| 3M | +4.1% | -38.2% | +42.3% | +3.5% |
| 6M | -1.0% | -63.4% | +62.4% | -1.9% |
| YTD | +13.4% | -27.6% | +41.0% | +13.2% |
| 1Y | +6.7% | +6.6% | +0.1% | +5.9% |
| All | +6.7% | +7.9% | -1.2% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling