+67.2%
AEP vs RUN
-81.0%
+148.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -0.9% | -3.7% | +2.8% | -0.8% |
| 30D | -1.1% | -13.0% | +11.9% | -0.6% |
| 3M | -3.3% | -31.8% | +28.5% | -2.2% |
| 6M | -4.6% | -32.2% | +27.6% | -3.8% |
| YTD | +9.4% | -53.5% | +62.9% | +11.3% |
| 1Y | +16.9% | -46.5% | +63.5% | +17.9% |
| 3Y | +76.6% | -37.6% | +114.2% | +68.0% |
| All | +67.2% | -81.0% | +148.1% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 5y: compounded portfolio wealth divided by compounded RUN 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…
5y analysis · Full analysis span regression · 6 months rolling