-37.5%
APH vs AEP
-4.6%
-33.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.7% | -49.5% | -46.8% |
| 7D | -48.7% | +1.5% | -50.2% | -47.8% |
| 30D | -51.9% | -0.8% | -51.1% | -51.2% |
| 3M | -43.6% | -1.8% | -41.7% | -43.8% |
| 6M | -37.5% | -5.4% | -32.2% | -37.8% |
| All | -37.5% | -4.6% | -33.0% | -37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling