+170.8%
AEP vs UL
+65.6%
+105.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | -1.0% | -4.1% | +3.1% | +0.4% |
| 30D | -0.1% | -1.2% | +1.1% | +0.2% |
| 3M | -3.2% | +6.0% | -9.2% | -5.5% |
| 6M | -5.3% | -5.5% | +0.2% | -3.9% |
| YTD | +9.5% | -3.3% | +12.9% | +10.1% |
| 1Y | +17.5% | -9.8% | +27.3% | +20.8% |
| 3Y | +77.0% | +20.1% | +56.8% | +63.6% |
| 5Y | +66.4% | +19.2% | +47.2% | +52.2% |
| All | +170.8% | +65.6% | +105.2% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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