+240.5%
AEP vs RUN
-34.8%
+275.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.8% | 0.0% |
| 7D | +2.5% | -13.7% | +16.1% | +3.0% |
| 30D | +3.4% | +9.4% | -6.0% | +2.9% |
| 3M | +4.2% | -13.4% | +17.6% | +4.5% |
| 6M | -0.8% | -39.6% | +38.8% | +0.6% |
| YTD | +15.2% | -53.7% | +68.9% | +17.2% |
| 1Y | +8.3% | -56.2% | +64.5% | +10.3% |
| 3Y | +84.2% | -9.7% | +93.9% | +73.8% |
| 5Y | +87.8% | -85.5% | +173.3% | +86.1% |
| 10Y | +204.4% | +66.7% | +137.7% | +165.9% |
| All | +240.5% | -34.8% | +275.2% | +199.1% |
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