+170.5%
AEP vs ROP
+135.6%
+34.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.9% | -4.6% | +3.7% | +0.3% |
| 30D | -1.1% | -1.7% | +0.6% | -0.7% |
| 3M | -3.3% | +17.1% | -20.3% | -7.9% |
| 6M | -4.6% | +10.9% | -15.5% | -8.1% |
| YTD | +9.4% | -12.1% | +21.5% | +12.7% |
| 1Y | +16.9% | -24.2% | +41.2% | +26.1% |
| 3Y | +76.6% | -20.4% | +97.0% | +85.0% |
| 5Y | +66.2% | -15.4% | +81.6% | +68.4% |
| All | +170.5% | +135.6% | +34.9% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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