+248.5%
ALAB vs AEP
+69.0%
+179.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | 0.0% |
| 7D | -7.5% | -0.8% | -6.7% | -8.5% |
| 30D | -36.8% | +4.9% | -41.7% | -34.4% |
| 3M | -31.9% | +4.9% | -36.7% | -29.4% |
| 6M | +8.2% | -0.3% | +8.5% | +7.9% |
| YTD | +29.9% | +14.3% | +15.7% | +47.5% |
| 1Y | +24.4% | +7.5% | +16.9% | +33.9% |
| All | +248.5% | +69.0% | +179.5% | +614.3% |
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