+166.1%
B vs AEP
+76.7%
+89.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +9.6% | -2.8% | +12.4% | +10.6% |
| 30D | +3.5% | +3.6% | -0.1% | +2.1% |
| 3M | -1.6% | +1.8% | -3.4% | -2.4% |
| 6M | -1.7% | -3.1% | +1.5% | -1.0% |
| YTD | -5.3% | +12.2% | -17.6% | -10.1% |
| 1Y | +27.2% | +9.1% | +18.1% | +22.2% |
| 3Y | +166.1% | +77.9% | +88.2% | +86.7% |
| All | +166.1% | +76.7% | +89.4% | +86.7% |
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 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