+65.1%
AEP vs UL
+19.6%
+45.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | +0.9% | -3.2% | +4.1% | +1.8% |
| 30D | +1.5% | -0.6% | +2.1% | +1.6% |
| 3M | -1.7% | +9.4% | -11.1% | -4.5% |
| 6M | -4.0% | -4.1% | +0.1% | -3.2% |
| YTD | +10.6% | -2.0% | +12.6% | +10.8% |
| 1Y | +18.6% | -9.0% | +27.6% | +21.3% |
| 3Y | +78.7% | +21.8% | +56.9% | +68.5% |
| 5Y | +65.1% | +20.6% | +44.5% | +52.5% |
| All | +65.1% | +19.6% | +45.5% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling