+169.3%
AEP vs RF
+334.9%
-165.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | +2.0% | +2.7% | -0.7% | +1.7% |
| 30D | +0.5% | -3.4% | +3.9% | +0.9% |
| 3M | -0.3% | +6.4% | -6.7% | -1.1% |
| 6M | -3.5% | +13.4% | -16.9% | -5.1% |
| YTD | +11.3% | +14.2% | -3.0% | +9.2% |
| 1Y | +20.2% | +15.7% | +4.5% | +17.6% |
| 3Y | +79.8% | +91.3% | -11.6% | +62.4% |
| 5Y | +65.6% | +89.8% | -24.2% | +47.9% |
| 10Y | +169.3% | +336.7% | -167.4% | +119.6% |
| All | +169.3% | +334.9% | -165.6% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling