+71.5%
AEP vs USAR
-18.3%
+89.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | +1.1% |
| 7D | +0.7% | +0.8% | -0.1% | +0.7% |
| 30D | +4.8% | -30.1% | +34.9% | +4.8% |
| 3M | +5.4% | -56.3% | +61.6% | +5.3% |
| 6M | +0.4% | -68.6% | +68.9% | +0.4% |
| YTD | +15.5% | -30.5% | +46.0% | +15.0% |
| 1Y | +8.5% | -53.5% | +62.0% | +8.2% |
| 3Y | +84.6% | -19.3% | +103.9% | +92.4% |
| All | +71.5% | -18.3% | +89.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling