+71.4%
AEP vs USAR
-19.4%
+90.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | +2.9% | -0.8% | +3.7% | +2.9% |
| 30D | +3.2% | -20.9% | +24.1% | +3.2% |
| 3M | +3.8% | -56.2% | +60.0% | +3.8% |
| 6M | +2.5% | -67.9% | +70.4% | +2.5% |
| YTD | +15.5% | -31.4% | +46.9% | +15.0% |
| 1Y | +9.6% | -45.1% | +54.7% | +9.2% |
| 3Y | +91.2% | -20.3% | +111.5% | +99.2% |
| All | +71.4% | -19.4% | +90.8% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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