+81.3%
AEP vs PL
+570.0%
-488.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -1.6% | +5.6% | -7.2% | -1.6% |
| 30D | +4.1% | -16.9% | +21.0% | +4.1% |
| 3M | +4.1% | -38.2% | +42.3% | +4.1% |
| 6M | -1.0% | -63.4% | +62.4% | -0.9% |
| YTD | +13.4% | -27.6% | +41.0% | +13.1% |
| 1Y | +6.7% | +6.6% | +0.1% | +6.1% |
| 3Y | +81.3% | +557.6% | -476.3% | +67.0% |
| All | +81.3% | +570.0% | -488.7% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling