+77.9%
AEP vs S
-57.7%
+135.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | +0.9% | -1.2% | +2.1% | +0.9% |
| 30D | +1.5% | -12.6% | +14.0% | +1.4% |
| 3M | -1.7% | +27.6% | -29.2% | -1.5% |
| 6M | -4.0% | +35.5% | -39.5% | -3.8% |
| YTD | +10.6% | +29.6% | -19.0% | +10.8% |
| 1Y | +18.6% | +8.1% | +10.5% | +18.9% |
| 3Y | +78.7% | +14.8% | +63.9% | +78.0% |
| 5Y | +65.1% | -70.6% | +135.6% | +60.6% |
| All | +77.9% | -57.7% | +135.6% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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