+285.2%
APH vs AEP
+87.7%
+197.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -1.8% |
| 7D | +4.9% | +2.9% | +2.0% | +4.4% |
| 30D | -5.4% | +3.2% | -8.6% | -5.9% |
| 3M | -5.5% | +3.8% | -9.3% | -6.1% |
| 6M | +25.9% | +2.5% | +23.4% | +24.9% |
| YTD | +16.4% | +15.5% | +0.9% | +12.8% |
| 1Y | +16.5% | +9.6% | +6.9% | +14.0% |
| 3Y | +270.9% | +91.2% | +179.7% | +202.8% |
| All | +285.2% | +87.7% | +197.5% | +204.9% |
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