+228.8%
AEP vs RUN
-29.4%
+258.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.6% |
| 7D | +2.0% | +10.2% | -8.2% | +1.6% |
| 30D | +0.5% | -9.6% | +10.1% | +0.8% |
| 3M | -0.3% | -31.5% | +31.2% | +0.8% |
| 6M | -3.5% | -18.7% | +15.2% | -3.2% |
| YTD | +11.3% | -49.9% | +61.2% | +13.0% |
| 1Y | +20.2% | -45.5% | +65.7% | +21.3% |
| 3Y | +79.8% | -34.1% | +113.9% | +72.0% |
| 5Y | +65.6% | -79.4% | +145.0% | +62.1% |
| 10Y | +169.3% | +48.9% | +120.3% | +135.1% |
| All | +228.8% | -29.4% | +258.2% | +188.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling