+91.2%
AEP vs PL
+536.4%
-445.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.2% |
| 7D | +2.9% | +10.0% | -7.2% | +2.9% |
| 30D | +3.2% | -2.3% | +5.5% | +3.2% |
| 3M | +3.8% | -44.2% | +48.0% | +3.9% |
| 6M | +2.5% | -66.1% | +68.6% | +2.6% |
| YTD | +15.5% | -30.0% | +45.4% | +15.2% |
| 1Y | +9.6% | +21.0% | -11.4% | +8.8% |
| 3Y | +91.2% | +516.5% | -425.4% | +75.5% |
| All | +91.2% | +536.4% | -445.2% | +75.5% |
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