+73.0%
AEP vs PL
+84.9%
-11.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.2% |
| 7D | +1.8% | -9.3% | +11.1% | +1.9% |
| 30D | -0.8% | -18.9% | +18.1% | -0.6% |
| 3M | -1.8% | -58.4% | +56.5% | -1.0% |
| 6M | -5.4% | -30.3% | +24.9% | -5.4% |
| YTD | +10.4% | -8.1% | +18.6% | +9.9% |
| 1Y | +18.2% | +180.5% | -162.3% | +15.0% |
| 3Y | +79.0% | +444.1% | -365.2% | +66.9% |
| 5Y | +64.8% | +83.0% | -18.2% | +59.9% |
| All | +73.0% | +84.9% | -11.9% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling