+65.6%
AEP vs S
-72.3%
+137.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.7% |
| 7D | +2.0% | -5.8% | +7.8% | +2.0% |
| 30D | +0.5% | -9.2% | +9.7% | +0.5% |
| 3M | -0.3% | +23.4% | -23.7% | -0.2% |
| 6M | -3.5% | +36.9% | -40.4% | -3.4% |
| YTD | +11.3% | +29.5% | -18.3% | +11.4% |
| 1Y | +20.2% | +5.4% | +14.8% | +20.5% |
| 3Y | +79.8% | +14.7% | +65.1% | +78.8% |
| 5Y | +65.6% | -71.5% | +137.1% | +60.2% |
| All | +65.6% | -72.3% | +137.9% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling