+216.9%
B vs AEP
+206.5%
+10.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -6.2% | +2.5% | -8.7% | -6.9% |
| 30D | -6.6% | +3.4% | -10.0% | -7.7% |
| 3M | -7.9% | +4.2% | -12.1% | -9.2% |
| 6M | -16.8% | -0.8% | -16.0% | -16.9% |
| YTD | -11.7% | +15.2% | -26.9% | -16.0% |
| 1Y | +3.5% | +8.3% | -4.8% | +0.4% |
| 3Y | +165.7% | +84.2% | +81.5% | +116.1% |
| 5Y | +108.4% | +87.8% | +20.6% | +69.0% |
| All | +216.9% | +206.5% | +10.5% | +99.7% |
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