+83.0%
AEP vs USAR
-14.5%
+97.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.5% | -5.1% | +1.4% |
| 7D | -1.5% | -1.1% | -0.5% | -1.5% |
| 30D | +4.5% | -30.3% | +34.7% | +4.5% |
| 3M | +2.8% | -54.7% | +57.5% | +2.8% |
| 6M | -0.7% | -67.5% | +66.9% | -0.6% |
| YTD | +13.8% | -26.4% | +40.2% | +13.4% |
| 1Y | +9.0% | -49.5% | +58.5% | +8.6% |
| 3Y | +83.0% | -14.5% | +97.5% | +102.0% |
| All | +83.0% | -14.5% | +97.5% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling