+355.9%
APH vs AEP
+65.1%
+290.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +5.0% | +1.8% | +3.2% | +4.7% |
| 30D | -3.9% | -0.8% | -3.1% | -3.8% |
| 3M | +13.0% | -1.8% | +14.8% | +12.9% |
| 6M | +25.2% | -5.4% | +30.5% | +25.9% |
| YTD | +22.9% | +10.4% | +12.5% | +20.2% |
| 1Y | +47.8% | +18.2% | +29.7% | +42.8% |
| 3Y | +283.0% | +79.0% | +204.1% | +219.2% |
| All | +355.9% | +65.1% | +290.8% | +282.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling