+190.1%
APLD vs AEP
+76.7%
+113.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.2% | +9.9% | +9.7% |
| 7D | -12.7% | -2.8% | -9.9% | -12.9% |
| 30D | -34.7% | +3.6% | -38.3% | -34.5% |
| 3M | -46.1% | +1.8% | -47.9% | -46.1% |
| 6M | -64.9% | -3.1% | -61.7% | -64.9% |
| YTD | -36.6% | +12.2% | -48.8% | -36.1% |
| 1Y | -50.0% | +9.1% | -59.1% | -49.6% |
| 3Y | +190.1% | +77.9% | +112.2% | +105.3% |
| All | +190.1% | +76.7% | +113.4% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling