+2,319.9%
AEP vs UL
+2,770.2%
-450.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +2.9% | +1.1% | +1.8% | +2.5% |
| 30D | +3.2% | +4.5% | -1.3% | +1.8% |
| 3M | +3.8% | +6.5% | -2.7% | +1.7% |
| 6M | +2.5% | +18.2% | -15.7% | -2.9% |
| YTD | +15.5% | +4.7% | +10.8% | +13.1% |
| 1Y | +9.6% | +0.8% | +8.8% | +8.5% |
| 3Y | +91.2% | +35.9% | +55.3% | +72.6% |
| 5Y | +88.2% | +33.4% | +54.8% | +68.5% |
| 10Y | +205.1% | +106.9% | +98.2% | +137.6% |
| All | +2,319.9% | +2,770.2% | -450.3% | +881.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling