+358.7%
ALAB vs AEP
+62.0%
+296.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.4% | -6.1% |
| 7D | +0.6% | -1.0% | +1.6% | -0.2% |
| 30D | -8.8% | -0.1% | -8.7% | -8.8% |
| 3M | -14.0% | -3.2% | -10.8% | -16.0% |
| 6M | +144.3% | -5.3% | +149.6% | +134.0% |
| YTD | +71.0% | +9.5% | +61.5% | +88.4% |
| 1Y | +23.5% | +17.5% | +6.0% | +47.1% |
| All | +358.7% | +62.0% | +296.7% | +812.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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