+282.2%
APH vs AEP
+77.9%
+204.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | -5.9% | -2.8% | -3.1% | -5.5% |
| 30D | -14.8% | +3.6% | -18.4% | -15.4% |
| 3M | -12.4% | +1.8% | -14.2% | -12.7% |
| 6M | +8.1% | -3.1% | +11.2% | +8.3% |
| YTD | +10.9% | +12.2% | -1.3% | +8.1% |
| 1Y | +8.8% | +9.1% | -0.4% | +6.5% |
| 3Y | +262.1% | +77.9% | +184.2% | +203.0% |
| All | +282.2% | +77.9% | +204.3% | +212.2% |
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