+391.7%
APP vs AEP
+73.8%
+317.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +0.9% | +1.8% | -0.9% | +1.0% |
| 30D | -23.3% | -0.8% | -22.5% | -23.3% |
| 3M | -42.6% | -1.8% | -40.8% | -42.8% |
| 6M | -33.6% | -5.4% | -28.2% | -33.8% |
| YTD | -52.4% | +10.4% | -62.9% | -52.6% |
| 1Y | -35.9% | +18.2% | -54.0% | -36.3% |
| 3Y | +642.2% | +79.0% | +563.3% | +580.9% |
| 5Y | +311.1% | +64.8% | +246.2% | +322.6% |
| All | +391.7% | +73.8% | +317.8% | +422.1% |
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