+2,214.6%
AEP vs UL
+2,661.1%
-446.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +1.8% | -1.3% | +3.1% | +2.2% |
| 30D | -0.8% | +0.5% | -1.3% | -1.0% |
| 3M | -1.8% | +17.6% | -19.4% | -6.7% |
| 6M | -5.4% | -5.4% | 0.0% | -4.3% |
| YTD | +10.4% | +0.7% | +9.7% | +9.6% |
| 1Y | +18.2% | -9.3% | +27.4% | +20.7% |
| 3Y | +79.0% | +24.5% | +54.4% | +66.0% |
| 5Y | +64.8% | +23.2% | +41.6% | +51.3% |
| 10Y | +170.8% | +64.5% | +106.4% | +125.2% |
| All | +2,214.6% | +2,661.1% | -446.5% | +850.4% |
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