+61,451.9%
APH vs AEP
+1,950.6%
+59,501.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.7% | -49.5% | -48.3% |
| 7D | -48.7% | +1.5% | -50.2% | -49.2% |
| 30D | -51.9% | -0.8% | -51.1% | -52.1% |
| 3M | -43.6% | -1.8% | -41.7% | -43.7% |
| 6M | -37.5% | -5.4% | -32.2% | -37.1% |
| YTD | -38.6% | +10.4% | -49.1% | -41.2% |
| 1Y | -26.3% | +18.2% | -44.5% | -31.0% |
| 3Y | +89.2% | +79.0% | +10.2% | +51.1% |
| 5Y | +119.8% | +64.8% | +55.0% | +79.3% |
| 10Y | +454.3% | +170.8% | +283.4% | +275.5% |
| All | +61,451.9% | +1,950.6% | +59,501.4% | +24,331.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling