+244.7%
APLD vs AEP
+47.0%
+197.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.4% | +6.1% | +7.3% |
| 7D | +3.1% | -1.5% | +4.6% | +3.4% |
| 30D | -29.4% | +4.5% | -33.9% | -30.0% |
| 3M | -42.8% | +2.8% | -45.6% | -43.1% |
| 6M | -59.5% | -0.7% | -58.8% | -59.6% |
| YTD | -31.8% | +13.8% | -45.7% | -34.1% |
| 1Y | -46.0% | +9.0% | -55.0% | -47.3% |
| 3Y | +252.0% | +83.0% | +169.0% | +165.0% |
| All | +244.7% | +47.0% | +197.7% | +260.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling