+2,214.6%
AEP vs RF
+1,537.4%
+677.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.8% | +1.3% | +0.5% | +1.6% |
| 30D | -0.8% | -3.6% | +2.8% | -0.4% |
| 3M | -1.8% | +8.1% | -9.9% | -2.8% |
| 6M | -5.4% | +11.5% | -16.8% | -6.7% |
| YTD | +10.4% | +15.6% | -5.1% | +8.2% |
| 1Y | +18.2% | +15.7% | +2.5% | +15.6% |
| 3Y | +79.0% | +86.9% | -7.9% | +63.0% |
| 5Y | +64.8% | +89.8% | -25.0% | +48.0% |
| 10Y | +170.8% | +344.7% | -173.8% | +108.6% |
| All | +2,214.6% | +1,537.4% | +677.2% | +1,082.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling