+474.6%
AEP vs UUUU
-92.0%
+566.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +0.9% | +1.8% | -0.9% | +0.9% |
| 30D | +1.5% | +1.8% | -0.3% | +1.4% |
| 3M | -1.7% | +1.3% | -2.9% | -1.8% |
| 6M | -4.0% | -26.8% | +22.7% | -3.7% |
| YTD | +10.6% | +0.1% | +10.5% | +10.0% |
| 1Y | +18.6% | +11.2% | +7.4% | +17.4% |
| 3Y | +78.7% | +97.7% | -19.0% | +73.3% |
| 5Y | +65.1% | +127.3% | -62.3% | +58.1% |
| 10Y | +177.7% | +532.6% | -354.9% | +153.0% |
| All | +474.6% | -92.0% | +566.6% | +417.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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