+506.6%
APP vs AEP
+78.5%
+428.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.6% |
| 7D | +61.1% | -1.6% | +62.7% | +60.9% |
| 30D | +42.8% | +4.1% | +38.7% | +43.2% |
| 3M | +16.7% | +4.1% | +12.6% | +17.0% |
| 6M | -15.6% | -1.0% | -14.6% | -15.6% |
| YTD | -41.3% | +13.4% | -54.7% | -41.4% |
| 1Y | -39.3% | +6.7% | -46.0% | -39.2% |
| 3Y | +803.2% | +81.3% | +721.9% | +732.6% |
| 5Y | +313.2% | +80.1% | +233.1% | +336.2% |
| All | +506.6% | +78.5% | +428.1% | +545.4% |
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