+13.2%
AEP vs Q
+75.8%
-62.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | -1.6% | +4.0% | -5.6% | -1.6% |
| 30D | +4.1% | -2.3% | +6.4% | +4.2% |
| 3M | +4.1% | -7.9% | +12.0% | +4.2% |
| 6M | -1.0% | -16.0% | +14.9% | -0.9% |
| YTD | +13.4% | +51.7% | -38.3% | +11.3% |
| 1Y | +6.7% | +28.3% | -21.6% | +6.2% |
| All | +13.2% | +75.8% | -62.6% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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