+292.6%
APP vs AEP
+77.9%
+214.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.1% | +9.8% |
| 7D | +71.2% | -2.8% | +74.0% | +70.9% |
| 30D | +39.1% | +3.6% | +35.4% | +39.3% |
| 3M | +16.5% | +1.8% | +14.8% | +16.6% |
| 6M | -16.6% | -3.1% | -13.4% | -16.7% |
| YTD | -41.9% | +12.2% | -54.2% | -42.3% |
| 1Y | -37.0% | +9.1% | -46.2% | -37.3% |
| 3Y | +892.4% | +77.9% | +814.5% | +789.9% |
| All | +292.6% | +77.9% | +214.8% | +364.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling