+3,847.4%
ANET vs AEP
+174.9%
+3,672.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.6% |
| 7D | +3.0% | -0.9% | +3.9% | +3.2% |
| 30D | -5.2% | -1.1% | -4.1% | -5.0% |
| 3M | +27.6% | -3.3% | +30.9% | +28.1% |
| 6M | +44.4% | -4.6% | +49.0% | +45.3% |
| YTD | +52.3% | +9.4% | +42.9% | +49.4% |
| 1Y | +30.4% | +16.9% | +13.5% | +26.2% |
| 3Y | +313.3% | +76.6% | +236.6% | +250.3% |
| 5Y | +810.0% | +66.2% | +743.8% | +680.0% |
| All | +3,847.4% | +174.9% | +3,672.5% | +3,169.0% |
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