+77.9%
AEP vs PL
+455.3%
-377.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.4% | -10.6% | -0.2% |
| 7D | -2.8% | -6.8% | +4.0% | -2.8% |
| 30D | +3.6% | -29.3% | +32.9% | +3.7% |
| 3M | +1.8% | -44.8% | +46.5% | +1.8% |
| 6M | -3.1% | -68.4% | +65.3% | -3.0% |
| YTD | +12.2% | -36.4% | +48.6% | +12.0% |
| 1Y | +9.1% | +0.7% | +8.4% | +8.5% |
| 3Y | +77.9% | +455.3% | -377.4% | +64.3% |
| All | +77.9% | +455.3% | -377.4% | +64.3% |
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