+1,041.3%
APH vs AEP
+170.2%
+871.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.4% |
| 7D | +0.2% | +2.0% | -1.8% | -0.3% |
| 30D | -3.3% | +0.5% | -3.9% | -3.5% |
| 3M | +14.0% | -0.3% | +14.4% | +13.7% |
| 6M | +24.4% | -3.5% | +27.9% | +25.1% |
| YTD | +21.4% | +11.3% | +10.2% | +17.1% |
| 1Y | +48.9% | +20.2% | +28.7% | +40.2% |
| 3Y | +290.1% | +79.8% | +210.3% | +211.8% |
| 5Y | +352.8% | +65.6% | +287.3% | +271.1% |
| 10Y | +1,041.3% | +169.3% | +872.0% | +748.6% |
| All | +1,041.3% | +170.2% | +871.1% | +748.6% |
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