+194.6%
AEP vs RF
+277.2%
-82.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.1% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | +4.5% | +7.0% | -2.5% | +3.6% |
| 3M | +2.8% | -7.0% | +9.9% | +3.7% |
| 6M | -0.7% | +6.8% | -7.4% | -1.6% |
| YTD | +13.8% | +9.9% | +3.9% | +12.2% |
| 1Y | +9.0% | +21.1% | -12.2% | +6.0% |
| 3Y | +83.0% | +119.6% | -36.6% | +62.2% |
| 5Y | +83.3% | +46.2% | +37.1% | +69.2% |
| 10Y | +194.6% | +261.5% | -66.9% | +154.4% |
| All | +194.6% | +277.2% | -82.6% | +154.4% |
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