+78.6%
AEP vs UL
+21.6%
+57.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | +0.9% | -3.2% | +4.1% | +2.0% |
| 30D | +1.5% | -0.6% | +2.1% | +1.6% |
| 3M | -1.7% | +9.4% | -11.1% | -5.2% |
| 6M | -4.0% | -4.1% | +0.1% | -2.7% |
| YTD | +10.6% | -2.0% | +12.6% | +11.0% |
| 1Y | +18.6% | -9.0% | +27.6% | +22.6% |
| All | +78.6% | +21.6% | +57.0% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling