+77.7%
AEP vs S
-56.8%
+134.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +1.8% | -7.7% | +9.5% | +1.7% |
| 30D | -0.8% | -5.3% | +4.5% | -0.8% |
| 3M | -1.8% | +20.3% | -22.1% | -1.7% |
| 6M | -5.4% | +47.4% | -52.7% | -5.1% |
| YTD | +10.4% | +32.5% | -22.1% | +10.7% |
| 1Y | +18.2% | +9.5% | +8.6% | +18.4% |
| 3Y | +79.0% | +15.5% | +63.4% | +78.3% |
| 5Y | +64.8% | -71.2% | +136.0% | +60.0% |
| All | +77.7% | -56.8% | +134.4% | +77.2% |
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 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