+80.5%
AEP vs S
-52.7%
+133.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | -2.8% | -13.4% | +10.6% | -2.9% |
| 30D | +3.6% | -14.0% | +17.6% | +3.5% |
| 3M | +1.8% | +4.9% | -3.1% | +1.9% |
| 6M | -3.1% | +42.0% | -45.1% | -2.9% |
| YTD | +12.2% | +45.1% | -32.9% | +12.6% |
| 1Y | +9.1% | +33.1% | -23.9% | +9.5% |
| 3Y | +77.9% | +40.6% | +37.3% | +77.3% |
| 5Y | +78.1% | -67.5% | +145.6% | +73.4% |
| All | +80.5% | -52.7% | +133.2% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling